The readme page claims that hierarchical shrinkage supports any sklearn tree-based model, but in reality it only works with sklearn.ensemble.GradientBoostingRegressor and sklearn.ensemble.GradientBoostingClassifier. When used with sklearn.ensemble.HistGradientBoostingRegressor, the _shrink method is nullified because neither of the two conditions is true:
https://github.com/csinva/imodels/blob/master/imodels/tree/hierarchical_shrinkage.py#L125-L127 . This is same for HistGradientBoostingClassifier.
We should either add support to hist boosting trees, or clarify this in the readme.
The readme page claims that hierarchical shrinkage supports any sklearn tree-based model, but in reality it only works with sklearn.ensemble.GradientBoostingRegressor and sklearn.ensemble.GradientBoostingClassifier. When used with sklearn.ensemble.HistGradientBoostingRegressor, the _shrink method is nullified because neither of the two conditions is true: https://github.com/csinva/imodels/blob/master/imodels/tree/hierarchical_shrinkage.py#L125-L127 . This is same for HistGradientBoostingClassifier.
We should either add support to hist boosting trees, or clarify this in the readme.