Exam PA – Predictive Analytics

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SOA (Society of Actuaries) の学習者向けの無料Exam PA – Predictive Analytics学習ノート。各章のリンクから、要点・例題・練習問題への導線にアクセスできます。

Predictive Analytics Problem Definition

Descriptive, predictive, and prescriptive analytics

Characteristics of predictive modeling problems

Bias, variance, model complexity, and the bias-variance trade-off

Translating a vague question into an analyzable one

Defining the problem: data, technology, business impact, and implementation

Identifying additional information and next steps

Data Exploration and Visualization

Structured and unstructured data types

Types of variables and predictive modeling terminology

Data design: time frame, sampling, and granularity

Key principles of constructing graphs

Univariate data exploration

Bivariate data exploration

Data Transformations and Unsupervised Learning Techniques

Creating features from existing data

Principal components analysis for data transformation

K-means and hierarchical clustering for data transformation

Generalized Linear Models

Selecting and validating a GLM for a business problem

Offsets and weights

Interpreting model coefficients and interaction terms

Hyperparameters for regularized regression

Tree-Based Models

Constructing, pruning, and validating regression and classification trees

Bagging and random forests

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