The use of autoencoders for training neural networks with mixed categorical and numerical features

IF 1.7 3区 经济学 Q2 ECONOMICS ASTIN Bulletin Pub Date : 2023-04-24 DOI:10.1017/asb.2023.15
Łukasz Delong, Anna Kozak
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引用次数: 6

Abstract

Abstract We focus on modelling categorical features and improving predictive power of neural networks with mixed categorical and numerical features in supervised learning tasks. The goal of this paper is to challenge the current dominant approach in actuarial data science with a new architecture of a neural network and a new training algorithm. The key proposal is to use a joint embedding for all categorical features, instead of separate entity embeddings, to determine the numerical representation of the categorical features which is fed, together with all other numerical features, into hidden layers of a neural network with a target response. In addition, we postulate that we should initialize the numerical representation of the categorical features and other parameters of the hidden layers of the neural network with parameters trained with (denoising) autoencoders in unsupervised learning tasks, instead of using random initialization of parameters. Since autoencoders for categorical data play an important role in this research, they are investigated in more depth in the paper. We illustrate our ideas with experiments on a real data set with claim numbers, and we demonstrate that we can achieve a higher predictive power of the network.
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使用自编码器训练具有混合分类和数值特征的神经网络
摘要:研究了分类特征的建模方法,提高了分类特征与数值特征混合的神经网络在监督学习任务中的预测能力。本文的目标是用一种新的神经网络架构和一种新的训练算法来挑战当前精算数据科学中的主流方法。关键建议是对所有分类特征使用联合嵌入,而不是单独的实体嵌入,以确定分类特征的数值表示,这些特征与所有其他数值特征一起被馈送到具有目标响应的神经网络的隐藏层中。此外,我们假设我们应该在无监督学习任务中使用(去噪)自编码器训练的参数初始化神经网络隐藏层的分类特征和其他参数的数值表示,而不是使用参数的随机初始化。由于分类数据的自编码器在这一研究中起着重要的作用,因此本文对其进行了更深入的研究。我们在一个真实的索赔数据集上用实验来说明我们的想法,我们证明了我们可以实现更高的网络预测能力。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
ASTIN Bulletin
ASTIN Bulletin 数学-数学跨学科应用
CiteScore
3.20
自引率
5.30%
发文量
24
审稿时长
>12 weeks
期刊介绍: ASTIN Bulletin publishes papers that are relevant to any branch of actuarial science and insurance mathematics. Its papers are quantitative and scientific in nature, and draw on theory and methods developed in any branch of the mathematical sciences including actuarial mathematics, statistics, probability, financial mathematics and econometrics.
期刊最新文献
Construction of rating systems using global sensitivity analysis: A numerical investigation Optimal VIX-linked structure for the target benefit pension plan Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer Target benefit versus defined contribution scheme: a multi-period framework ASB volume 53 issue 3 Cover and Front matter
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