Linear Models and GLMs

Parametric models where the response is a function of a linear combination of features. The simplest, most interpretable model family and the standard for insurance pricing.

Notes

• Linear and Generalised Linear Models — OLS, Ridge, Lasso, logistic regression, GLM families, Tweedie, IRLS
• Linear Models — Implementation — scikit-learn OLS/Ridge/Lasso/Logistic, statsmodels GLM, scikit-learn Pipeline, evaluation

Links

← Model Families → Tree Ensembles

• Least Squares
• Convex Optimization