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Graduation settings

Finally, the deployed tables are smoothed with Whittaker-Henderson graduation, the actuarial smoother for rating factors. Each table picks its own strength by generalized cross-validation (GCV), so a table whose roughness is real shape is left untouched. No objects are held out for it. The outcome is recorded in the graduation_report_ attribute. See Pruning, banding and graduation for details.

Graduation is skipped for models with monotone_constraints and is not supported for multiclassification.

graduate

Description

Smooth the deployed tables with Whittaker-Henderson graduation.

None and True turn graduation on, and False turns it off (the graduation_report_ attribute is then not set). An explicit True requires prune=True, and raises an error for multiclassification. Whether a smoothed table is what you want to deploy is a modelling decision: graduation has no accuracy gate.

Type

bool

Default value

None (on)

graduation_alpha

Description

A fixed smoothing strength for every table, instead of the strength each table picks by generalized cross-validation. 0 turns off the smoothing of the dense tables, which is useful together with graduation_high_order_alpha.

Type

float

Default value

None (each table picks its own strength)

graduation_high_order_alpha

Description

The strength, in the range \([0; 1]\), of an additional neighbour smoothing step for effects of order 3 to 8 that are stored in factored form. Unlike the smoothing of the dense tables, its strength is fixed rather than selected by cross-validation.

Numeric axes are smoothed along their order. Categorical axes and the edges between missing and non-missing values are not smoothed. Effects with more than 1 024 stored boxes, or that would add more than 4 096 boxes in total or 2 000 000 cells, are skipped; the details are in graduation_report_.

0 turns it off. Requires prune=True and graduation turned on; not supported with monotone_constraints or for multiclassification.

Type

float

Default value

0.0 (off)