07-29, 13:40–13:50 (UTC), Red Track
Introduction to Evotrees.jl, a package developed to provide a pure Julia implementation of Gradient Boosted Trees with performance competitive with reference C++ implementations.
Main design choices and challenges encountered to achieve a performant solution will be covered. Discussion of the benefits stemming from developing in Julia, notably the ease to extend supported models such as quantile and Gaussian regression, as well as its MLJ ecosystem integration.
Jeremie is an actuary by trade (FCAS). He most recently joined the portfolio management firm Evovest as their Head of Science following his work as an applied research scientist at Element AI, where he expanded his deep learning acumen. He spent over 8 years at Intact in various R&D roles where he pushed the development of analytical solutions in various areas, including risk assessment, price optimization, and telematics.