Releases: burning-cost/insurance-gam
Releases · burning-cost/insurance-gam
Release list
v0.5.0
New features
- EBMInsuranceWrapper: actuarial facade for InterpretML EBM with balance checks, calibration diagnostics, and relativity extraction — replaces raw EBM usage with an interface designed around insurance pricing workflows (v0.2.0)
- PostSelectionGLM: post-selection inference for Poisson GLMs, correcting for the bias introduced by variable selection before fitting
- DebiasedGLM: bias-corrected confidence intervals for Lasso-selected GLM coefficients using debiasing via the score equation
- PenalizedGLMInference: fit-once, explore-both interface combining penalised estimation with valid post-selection CIs — avoids refitting when switching between confidence interval methods
- freMTPL2 external dataset benchmark comparing EBM against GLM and GBM baselines
Improvements
- 165+ new tests across GLM inference modules, bringing the suite to comprehensive coverage of penalised and post-selection paths
- EBM docstrings rewritten:
Raisessections, typed returns, and prose descriptions of actuarial assumptions - References section added covering Hastie & Tibshirani (1990), Nori et al. (2019), and NAM literature
- Databricks-format quickstart notebook committed to
notebooks/ - CI via GitHub Actions (Python 3.11+); numpy floor raised to >=2.0
Bug fixes
- Fixed EBM offset handling for Poisson exposure
- Resolved CI collection failure caused by missing
torchintests.yml - Corrected
pl.Utf8deprecation (renamed topl.Stringin Polars >=0.19) - Bumped numpy minimum to >=1.25 for
numpy.exceptionscompatibility
v0.1.8
Fix numpy minimum version to >=1.25 for numpy.exceptions compatibility
v0.1.6
What's Changed
- Added helpful
ImportErrormessages for missing optional extras (ebm,anam,pinsubpackages) so users get clear install guidance instead of crypticModuleNotFoundError - Fixed Tweedie objective to pass
variance_powerparameter correctly - Removed
driver_agefrom monotone-increasing constraints (U-shaped relationship, not monotone) - Fixed
score()docstring to clarify units ofy - Added Python 3.13 to test matrix
- Closed 5 Dependabot security alerts via transitive dep pins (werkzeug, flask, pyasn1)
- Added pdoc API documentation with GitHub Pages deployment
Full Changelog: https://github.com/burning-cost/insurance-gam/compare/v0.1.6