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  • Photo du rédacteurHélène Dufour

Prediction of Auto Insurance Risk Based on t-SNE Dimensionality Reduction

"... we develop a framework based on a combination of a neural network together with a dimensionality reduction technique t-SNE (t-distributed stochastic neighbour embedding)... The obtained results, which are based on real insurance data, reveal a clear contrast between the high and low risk policy holders, and indeed improve upon the actual risk estimation performed by the insurer."

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