Mélanges de GLMs et nombre de composantes : application ... - Scor

C.5. Famille de produits Universal Savings
Figure C.23 – Importance des variables explicatives, produit Universal Savings.
Variable importance for Universal_savings (All) on
3 months basis
General and by class error rate of Universal_savings (All) in
3 months basis
face.amount
●
duration
risk.premium
saving.premium
duration.range
fa.range
lapse.age
savingPrem.range
underwriting.age
riskPrem.range
dist.channel
underwritingAge.range
gender
●
●
●
●
●
●
●
●
●
●
●
●
Error
0.02 0.05 0.10 0.20
0 1000 2000 3000 4000 5000 6000
MeanDecreaseGini
0 10 20 30 40
trees
C.5.3
Boxplot des coefficients du modèle
−0.5 0.0 0.5 1.0
Comp. 2
Comp. 3
(Intercept)
Comp. 4
Comp. 5
(Intercept)
−0.5 0.0 0.5 1.0
Figure C.24 – Coefficients de régression estimés des poids des composantes, produits Universal
Savings.
215