> ML_LITERATURE // HASTIE-TIBSHIRANI-1986-GENERALIZED-ADDITIVE-MODELS_v1.0
Generalized Additive Models
Trevor Hastie, Robert Tibshirani · Statistical Science (1986)
foundational1986foundationalthirdPartyReproduced
Principal Contribution
Introduced Generalized Additive Models (GAMs) replacing linear terms with flexible non-parametric univariate smoothers.
Operational Relevance
The foundation of glassbox interpretable modeling in healthcare risk scoring and actuarial pricing.
Assumptions
- Predictors act additively on the link function without unmodeled multi-way feature interactions
Limitations
- Omission of high-order feature interactions limits expressive power compared to deep decision trees