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csinva / imodels

Interpretable ML package 🔍 for concise, transparent, and accurate predictive modeling (sklearn-compatible).
https://csinva.io/imodels
MIT License
1.35k stars 120 forks source link

Add max_trees hyperparameter for FIGS? #152

Closed mepland closed 1 year ago

mepland commented 1 year ago

In some cases a user may want to make a FIGS model more interpretable by limiting the number of trees. Adding a max_trees hyperparameter to complement the existing max_rules would be helpful in shaping the model. max_trees could be used to keep the number of trees low for easier human review, and to help prevent stump trees from being created.

Note we would keep max_rules as is, limiting the total rules / splits across all trees.

csinva commented 1 year ago

Very good idea!

mepland commented 1 year ago

I'll work on adding it after https://github.com/csinva/imodels/pull/150 then!