COSAM News Articles 2017 August Mathematics alumnus wins AIG’s Kaggle/Data Science competition

Mathematics alumnus wins AIG’s Kaggle/Data Science competition

Published: 08/28/2017

By: Sid Maddox

COSAM alumnus, Man Peng, PhD, mathematics ’08, won the American International Group’s, or AIG, first Kaggle/Data Science competition. Peng works as a data scientist in personal insurance for AIG’s headquarters in New York, NY.

Kaggle is the world’s leading data science competition platform—a platform that AIG leveraged to host as its first company-wide predictive modeling competition. More than 800 employees from 24 countries competed in the 11-week competition, which ran from late 2016 into early 2017.

The competitors submitted 4,500 predictions in the challenge, producing predictive data models for improving pricing and reserving related to workers’ compensation. They were given a sample model to beat; a data set to use in testing their own models; and access to state-of-the-art, cloud-based modeling environments.

After being asked about what he learned through the competitive experience, Peng said, “Try to test as many ideas as possible under a reasonable time frame. Some of the variables used in the model turned out to be very predictive but hard to explain. So, only trusting your previous experience may not suffice when the dynamics of data change. The key is data and experience.”

His wife is also an Auburn alumna, Shuxin Yin, PhD, mathematics ’11. She is a senior statistician with Bayer Healthcare.