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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:

ObjectiveUse CaseTarget TypeLink FunctionFactor Tables
PoissonClaim counts, frequencyNon-negative integersLogMultiplicative
GammaClaim severity, loss amountsPositive continuousLogMultiplicative
TweediePure premium, aggregate lossZero-inflated positiveLogMultiplicative
BinaryConversion, retention0 or 1LogisticAdditive
RegressionGeneral continuousAny continuousIdentityAdditive
HuberRobust regressionContinuous with outliersIdentityAdditive

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