Initial modeling - Githubissues

kasaai / pc-pricing-tutorial

Practical Ratemaking

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Initial modeling #90

Closed kevinykuo closed 5 years ago

kevinykuo commented 5 years ago

This change

Adds average_insured_amount variable, closes https://github.com/kasaai/pc-pricing-tutorial/issues/89.
Set up train/validation/test framework.
Performs basic frequency severity modeling.

kevinykuo commented 5 years ago

@marcopark90 re: https://github.com/marcopark90/pc_pricing I think we mostly agree on what needs to be done! Main material difference is that I'm proposing we have a test holdout set that we don't look at until the end so we can properly do any hyperparameter tuning. Also this PR doesn't contain any one-way results or diagnostics so we can include them in a later PR.