Following on from a previous post, this article discusses:

• Assessing how well the GLM generalises to new data with cross validation
• Automated GLM selection using grid search

Previously, we looked at using H2O's GLM function to set a rating plan for life insurance contracts. Importing and preparing the data, the use of offsets and fitting the GLM with h2o were all covered here more ...

Here I will show you how to use generalised linear models (GLM) with mortality claims data. We will fit a poisson GLM to model count data using the h2o package. This post will cover:

• Preparing data
• Basic h2o functions
• Use of offsets
• Fitting a basic GLM
• Extracting a rating plan from the model

This article will be split into two parts - part 1 will cover the above and part 2 will cover cross validation and 'tuning' a GLM using h2o's grid search functionality. Finally, in a later post we will look at how to build simple pricing apps using the models we develop.