{"id":4466,"date":"2021-02-08T17:41:44","date_gmt":"2021-02-08T17:41:44","guid":{"rendered":"https:\/\/detralytics.com\/?p=4466"},"modified":"2026-06-22T14:48:22","modified_gmt":"2026-06-22T14:48:22","slug":"generalization-error-for-tweedie-models-can-it-be-decomposed-as-for-normal-and-poisson-and-can-it-be-reduced-with-bagging","status":"publish","type":"post","link":"https:\/\/detralytics.com\/en\/publications\/generalization-error-for-tweedie-models-can-it-be-decomposed-as-for-normal-and-poisson-and-can-it-be-reduced-with-bagging\/","title":{"rendered":"Generalization error for Tweedie models: can it be decomposed as for Normal and Poisson and can it be reduced with bagging?"},"content":{"rendered":"\t\t
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Generalization error for Tweedie models: can it be decomposed as for Normal and Poisson and can it be reduced with bagging?<\/h1>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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DetraNote 2021-5<\/h3>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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Abstract<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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W\u00fcthrich and Buser studied the generalization error for Poisson regression models. This short note aims to extend their results to the Tweedie family of distributions, to which the Poisson law belongs. In case of bagging, a new condition emerges that becomes increasingly binding with the power parameter involved in the Tweedie variance function.<\/p>

Keywords:<\/span><\/strong> Generalization error, Supervised learning, Exponential dispersion family,\u00a0 Tweedie, Bagging<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

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Sector: <\/b>Insurance<\/b><\/p>\n

Authors:<\/b>\u00a0Michel Denuit and<\/p>\n

Julien Trufin<\/p>\n

\u00a0<\/p>\n

Publication:<\/b> European Actuarial<\/p>\n

Journal\u00a0<\/p>\n

Date:<\/b> February 2021<\/p>\n

Language:<\/b> English<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

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About the authors<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\"Michel\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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Michel Denuit<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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Michel is a Scientific Advisor at Detralytics, as well as a professor in actuarial science at the Universit\u00e9 Catholique de Louvain. He has international experience as a visiting professor, and has promoted many projects in collaboration with the industry. At Detralytics, Michel coaches young talents, provides cutting-edge training, fosters innovation and oversees R&D projects.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

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\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\"Julien\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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Julien Trufin<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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Julien is a Scientific Advisor at Detralytics, as well as a professor in Actuarial Science at the department of mathematics of the Universit\u00e9 Libre de Bruxelles. Julien has experience as a consultant and a strong academic background developed at prominent institutions, including Universit\u00e9 Laval (Canada), UCL, and ULB (Belgium). At Detralytics, Julien coaches young talents, provide cutting-edge training, fosters innovation and oversees R&D projects.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

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This short note aims to extend their results to the Tweedie family of distributions, to which the Poisson law belongs.<\/p>\n","protected":false},"author":1,"featured_media":4601,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[137,133],"tags":[131],"class_list":["post-4466","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-137","category-publications","tag-detranote"],"yoast_head":"\nFAQctuary : Generalization error for Tweedie models<\/title>\n<meta name=\"description\" content=\"This short note aims to extend their results to the Tweedie family of distributions, to which the Poisson law belongs.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" 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