Identifying fraudolent insurance claims - Kaggle BNP Paribas competition
Competition URL:https://www.kaggle.com/c/bnp-paribas-cardif-claims-management
Classification of a binary outcome with hundreds of covariates. A gradient boosting trees classifier was created. Subsequently, an experimental ensemble model was constructed, attempting the creation of synthetic variables, used then to fit another model.
Content:
Model for prediction.R: the code using for the classifier. Experiment.R: the experimental model build. Report.pdf: a report containing performance results and description of the methods.