9 citations · 19 across the 4 of their papers we have counts for
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stat.ML2022★ 9 cited
SHAP for additively modeled features in a boosted trees model
Michael Mayer
An important technique to explore a black-box machine learning (ML) model is called SHAP (SHapley Additive exPlanation). SHAP values decompose predictions into contributions of the…
stat.ML2022★ 9 cited
Model Comparison and Calibration Assessment: User Guide for Consistent Scoring Functions in Machine Learning and Actuarial Practice
Tobias Fissler, Christian Lorentzen, Michael Mayer
One of the main tasks of actuaries and data scientists is to build good predictive models for certain phenomena such as the claim size or the number of claims in insurance. These m…