The credibility transformer

Abstract Inspired by the large success of Transformers in Large Language Models, these architectures are increasingly applied to tabular data. This is achieved by embedding tabular data into low-dimensional Euclidean spaces resulting in similar structures as time-series data. We introduce a novel credibility mechanism to this Transformer architecture. This credibility mechanism is based on a special token that should be seen as an encoder that consists of a credibility weighted average of prior information and observation based information. We demonstrate that this novel credibility mechanism is very beneficial to stabilize training, and our Credibility Transformer leads to predictive models that are superior to state-of-the-art deep learning models.

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Publication Details

Journal
European Actuarial Journal
Published
2025-02-15
DOI
https://doi.org/10.1007/s13385-025-00413-y
Citations
3
Primary Topic
Anomaly Detection Techniques and Applications
Type
article
Field-Weighted Citation Impact
7.44

Funders

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article

The credibility transformer

Mario V. Wüthrich, Ronald Richman, Salvatore Scognamiglio
3 citations
European Actuarial Journal
Anomaly Detection Techniques and Applications
7.44
article

The credibility transformer

Mario V. Wüthrich, Ronald Richman, Salvatore Scognamiglio
article en
3 citations

Abstract

Abstract Inspired by the large success of Transformers in Large Language Models, these architectures are increasingly applied to tabular data. This is achieved by embedding tabular data into low-dimensional Euclidean spaces resulting in similar structures as time-series data. We introduce a novel credibility mechanism to this Transformer architecture. This credibility mechanism is based on a special token that should be seen as an encoder that consists of a credibility weighted average of prior information and observation based information. We demonstrate that this novel credibility mechanism is very beneficial to stabilize training, and our Credibility Transformer leads to predictive models that are superior to state-of-the-art deep learning models.

European Actuarial JournalVol. 15(2)
Parthenope University of Naples (IT), University of the Witwatersrand (ZA), ETH Zurich (CH)
University of New South Wales, Ewha Womans University, Stockholms Universitet
Quality Education
Openalex Percentile: Top 4%
Anomaly Detection Techniques and Applications
7.44
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The credibility transformer — Mario V. Wüthrich, Ronald Richman, et al. · European Actuarial Journal (2025) | TGRS Research Map | TGRS