I have a question that sorta relates to some of the issues discussed here and here (and driven from failed submission 111543 - using R and the Google Colab submission -which works with the data as provided in the notebook)
I first pre-process the data, and attempt to create lag columns with the previous
claim_amount. I am aware that many of the contracts will be new – so I’m fine if they are NA (xgboost can handle that). But for the contracts that previously existed, I’d like to use past targets as features. I tried to add an argument to each function that has
y_raw - but now I get the error “” Feature names stored in
newdata are different!"" – which is coming from xgboost’s attempt to use the trained model (which has y_raw) on “new data” (which does not).
Does this mean that we cannot use past
claim_amounts, even for insureds that previously had policies?