Configure Your Model
Target Variable
Select the column you want to predict (e.g., claim frequency, loss amount, retention).
Objective Function
Choose the objective function that matches your target variable's statistical distribution:
Objective | Use Case | Target Type | Link Function | Factor Tables |
---|---|---|---|---|
Poisson | Claim counts, frequency | Non-negative integers | Log | Multiplicative |
Gamma | Claim severity, loss amounts | Positive continuous | Log | Multiplicative |
Tweedie | Pure premium, aggregate loss | Zero-inflated positive | Log | Multiplicative |
Binary | Conversion, retention | 0 or 1 | Logistic | Additive |
Regression | General continuous | Any continuous | Identity | Additive |
Huber | Robust regression | Continuous with outliers | Identity | Additive |
Important: The objective function determines both the loss function used during training and the link function for the final model.
Feature Selection
Select columns to use as predictors:
- Include all potentially relevant variables
- Exclude identifiers (e.g., policy ID, customer ID)
- Exclude leakage variables (information not available at prediction time)
The GBM will automatically perform feature selection during training—features that don't improve predictions will be excluded from the final model.
Before Starting Training
Verify:
- Objective function matches your target's distribution
- Feature list includes all relevant predictors
- No data quality warnings displayed
Once configuration is complete, training begins automatically.
Next Steps
After training completes: Select a model from the Pareto frontier