Actuarial Notes

CAS Exam MAS-II Fall 2018, Question 39

Study guide: Exam MAS-II

An actuary creates three tree-based models using bagging, boosting, and random forests. The error on a test data set, as a function of the number of trees in each model, is plotted on the graph below.

Determine the type of model most likely to have created each of the lines on the graph.

  • A) I: Boosting, II: Bagging, III: Random forest
  • B) I: Bagging, II: Boosting, III: Random forest
  • C) I: Bagging, II: Random forest, III: Boosting
  • D) I: Random forest, II: Bagging, III: Boosting
  • E) The answer is not given by (A), (B), (C), or (D).

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