Exam MAS-II Practice Question 10
Study guide: Exam MAS-II
A bagged model of B = 3 regression trees predicts pure premium. Every split in the three trees, with the predictor it splits on and the reduction in residual sum of squares (RSS) it achieves, is:
| Tree | Predictor | RSS reduction |
|---|---|---|
| 1 | Driver age | 400 |
| 1 | Territory | 150 |
| 1 | Driver age | 100 |
| 2 | Territory | 500 |
| 2 | Driver age | 120 |
| 3 | Driver age | 300 |
| 3 | Vehicle use | 260 |
| 3 | Vehicle use | 90 |
Variable importance is measured as the total reduction in RSS from splits on a predictor, averaged over all B trees.
Calculate the variable importance of Territory.
- A) 81.3
- B) 216.7
- C) 325.0
- D) 500.0
- E) 650.0
Answer this question and see the worked solution