A benchmark of ten gradient boosting algorithms on five insurance datasets shows probabilistic versions can improve fit without losing predictive accuracy, with LightGBM and XGBoostLSS fastest.
Cambridge University Press, Cambridge (2008)
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From Point to probabilistic gradient boosting for claim frequency and severity prediction
A benchmark of ten gradient boosting algorithms on five insurance datasets shows probabilistic versions can improve fit without losing predictive accuracy, with LightGBM and XGBoostLSS fastest.