Philipp Probst

Data Scientist Und Aktuar

Zürich Metropolitan Area Switzerland
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Summary

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Philipp Probst is a data scientist and actuary with 11 years of experience, currently shaping motor insurance pricing at Allianz Suisse from his base in the Zürich metropolitan area. He holds a PhD in statistics from LMU Munich and specializes in tree-based and ensemble machine learning methods, hyperparameter tuning, multitarget and multilabel problems, and computational aspects of ML. As a long-term contributor to the influential mlr-org machine learning toolkit, he has improved testing, multilabel functionality, and performance evaluation routines used by the R community. His background spans applied industry work—from predictive maintenance research at Dräger to credit model validation—and hands-on statistical software development in R, Python and more. Colleagues know him for combining rigorous academic training with pragmatic, production-focused solutions and a persistent attention to model evaluation and reliability.
code10 years of coding experience
job2 years of employment as a software developer
bookLudwig Maximilian University of Munich
bookMaster of Science (MS), Statistik, Master of Science (MS), Statistik at Technische Universität Dortmund
languagesGerman, English, Spanish, Portuguese, French
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Stats
668reputation
35kreached
29answers
0questions
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Github Skills (13)

machine-learning10
mlr10
r10
testing10
data-science9
classification9
multiclass-classification6
cox-regression6
auc6
random-forest6
python6
plotly6
hyperparameters6

Programming languages (8)

C++RCJavaScriptPHPHTMLJupyter NotebookPython

Github contributions (5)

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mlr-org/mlr

Jul 2015 - Jun 2019

Machine Learning in R
Role in this project:
userData Scientist
Contributions:47 commits, 42 PRs, 128 pushes in 3 years 11 months
Contributions summary:Philipp primarily contributed to the mlr-org/mlr repository by expanding the testing framework and adding functionality related to multi-label classification. Their work includes adding new tests, expanding existing ones to cover a wider range of scenarios, and implementing performance evaluations, specifically focusing on the integration of the getMultilabelBinaryPerformances function. Furthermore, they modified existing code to address potential issues with various prediction types, especially involving probability calculations for classification problems.
imbalance-correctionlearnersensemble-learningclassificationr-package
PhilippPro/CranDownloads

Mar 2017 - Oct 2022

Contributions:11 pushes, 1 branch in 5 years 7 months
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