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Evovest / EvoTrees.jl

Boosted trees in Julia
https://evovest.github.io/EvoTrees.jl/dev/
Apache License 2.0
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Feature Request: piecewise linear gradient boosting tree #241

Closed 1991jhf closed 3 months ago

1991jhf commented 12 months ago

Hi, is there any plan to implement linear models at the leaves?

Similar to linear_tree in LightGBM. https://lightgbm.readthedocs.io/en/latest/Parameters.html#linear_tree https://github.com/microsoft/LightGBM/pull/3299

jeremiedb commented 12 months ago

It wasn't on my radar at the moment. Have you seen any evidence about added value such linear leaves may bring? If there's a compelling case, then it could help making a case for it. Otherwise, the 2 things I want to bring are support for ranking and obliveous (catboost style) trees.

ParadaCarleton commented 8 months ago

Hi, is there any plan to implement linear models at the leaves?

Similar to linear_tree in LightGBM. https://lightgbm.readthedocs.io/en/latest/Parameters.html#linear_tree microsoft/LightGBM#3299

You might be interested in MARS or the Julia implementation of MARS here, although the latter is pretty rough around the edges at the moment.