About this document
Ols and Mte Instability by Tichick Atangikadi is a document available to read on EtoBox.
The document discusses the instability of mean target encoding in Loss Given Default (LGD) and Exposure at Default (EAD) modeling, highlighting that while dummy encoding allows for perfect model replication, mean target encoding does not. It presents a simulation design to evaluate the replicability of models using these encoding methods and concludes that practitioners should be cautious of the instability associated with mean target encoding. The document also raises several discussion points regarding mo
- Author
- Tichick Atangikadi
- Language
- EN