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Sep, 2023
基于单调树的GAMI模型:XGBoost的适应
Monotone Tree-Based GAMI Models by Adapting XGBoost
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Linwei Hu, Soroush Aramideh, Jie Chen, Vijayan N. Nair
TL;DR
使用XGBoost算法开发了单调树型GAMI模型,通过过滤技术确定重要交互作用、拟合单调XGBoost算法并解析结果得出单调GAMI模型。
Abstract
Recent papers have used
machine learning architecture
to fit low-order functional ANOVA models with main effects and second-order
interactions
. These GAMI (GAM + Interaction) models are directly interpretable as
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