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

C.6. Famille de produits Pure Savings
Figure C.29 – Importance des variables explicatives, produit Pure Savings.
Variable importance for Pure_savings (All) on
3 months basis
General and by class error rate of Pure_savings (All) in
3 months basis
duration
lapse.age
saving.premium
underwriting.age
face.amount
duration.range
savingPrem.range
risk.premium
premium.frequency
underwritingAge.range
fa.range
dist.channel
gender
Error
0.10 0.12 0.14 0.16 0.18
0 500 1000 1500 2000 2500
MeanDecreaseGini
0 10 20 30 40
trees
C.6.3
Boxplot des coefficients du modèle
Comp. 2
−1.5 −1.0 −0.5 0.0 0.5 1.0
Comp. 3
Comp. 4
(Intercept)
−1.5 −1.0 −0.5 0.0 0.5 1.0
−1.5 −1.0 −0.5 0.0 0.5 1.0
Figure C.30 – Coefficients de régression estimés des poids des composantes, Pure Savings.
219