时间：2024年4月25日14：30
地点：经管楼1205室
主讲人：李莉 博士后
题目：Boosting domain-specific models with shrinkage: An application in mortality forecasting
摘要：This paper extends the technique of gradient boosting with a focus on using domain-specific models instead of trees. The domain of mortality forecasting is considered as an application. The two novel contributions are to use well-known stochastic mortality models as weak learners in gradient boosting rather than trees, and to include a penalty that shrinks the forecasts of mortality in adjacent age groups and nearby geographical regions closer together. The proposed method demonstrates superior forecasting performance based on US male mortality data from 1969 to 2019.