kkondo1981 / aglm

A handy tool for actuarial modeling, which is designed to achieve both accuracy and accountability.
GNU General Public License v2.0
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Not to use interaction columns as default. #43

Closed kkondo1981 closed 4 years ago

kkondo1981 commented 4 years ago

Because we introduce AGLM usually without interaction columns, I decided to turn off use_interaction_columns as default.

Here I show RMSEs and elapsed times when using interaction columns and not using, and it can be observed that interaction columns reduce accuracy but increase computation time.

We choose simpler models as default from now.

with interaction columns:

system.time(source("~/aglm/examples/cross-validation.R"))
lambda.min:  0.06840858 
RMSE:  4.721321 
alpha.min:  1 
lambda.min:  0.07507833 
RMSE:  4.691021 
   user  system elapsed 
 20.367   0.062  20.437 

without interaction columns:

system.time(source("~/aglm/examples/cross-validation.R"))
lambda.min:  0.1484522 
RMSE:  4.834732 
alpha.min:  0.008 
lambda.min:  8.415161 
RMSE:  4.860114 
   user  system elapsed 
 15.819   0.047  15.866