Actuarial Notes

CAS Exam MAS-II Fall 2018, Question 38

Study guide: Exam MAS-II

You are given the following unpruned decision tree:

The values at each terminal node are the residual sums of squares (RSS) at that node. The table below gives the RSS at nodes S, T, and X if the tree was pruned at those nodes:

Node RSS
S 251
T 209
X 86

The RSS for the null model is 486. You use the cost complexity pruning algorithm with the tuning parameter, \alpha, equal to 9 in order to evaluate the following pruning strategies.

  • I. No nodes pruned
  • II. Prune node S only
  • III. Prune node T only
  • IV. Prune node X only
  • V. Prune both nodes S and X

Determine which pruning strategy is selected.

  • A) I
  • B) II
  • C) III
  • D) IV
  • E) V

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