Sharing of industrial practice

Insurance pricing game
9

Hi Guillaume,

Thanks for the sharing. Talking about ML-powered GAM, I have found two interesting approaches.

  1. InterpretML from Microsoft
  • Mixing GAM with GBM
  • Pre-built visualization methods for “black-box” model
  1. GAMI-net by HKU scholars
    https://github.com/ZebinYang/gaminet
  • Mixing GAM with NN
  • The code base is not as user-friendly as Interpret-ML

I think these worth a look for the practitioners who are looking for ML-powered GAM with interpretability.

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