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add a parameter to support "interactive constraints" #48

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pedwards-baasco opened this issue Aug 10, 2021 · 1 comment
Open

add a parameter to support "interactive constraints" #48

pedwards-baasco opened this issue Aug 10, 2021 · 1 comment
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enhancement New feature or request

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@pedwards-baasco
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The upstream dmlc xgboost has a feature called interaction constraints.

This feature is useful to train highly explainable models for high-risk applications like lending. It would be wonderful if TFDF boosting supported a similar option.

@arvnds arvnds added the enhancement New feature or request label Aug 17, 2021
@janpfeifer
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Per offline chat, for others interested, this is a simple and almost equivalent approach, by ensembling multiple individual trees, each trained with a subset of features (only one feature in the example):

https://colab.research.google.com/drive/17LEDCwsf1-x2cBKz0J43SES8EDeiy-AB?usp=sharing

Maybe this will be helpful for others, while we don't implement the feature.

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