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gravesee / rulefit

Fit Lasso model to binary rules created from tree ensembles
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difference from original implementation? #6

Open AlJohri opened 5 years ago

AlJohri commented 5 years ago

hi @Zelazny7, I'm looking into rulefit and came across your repository. I was wondering what differences you have compared to the original 2012 implementation here: http://statweb.stanford.edu/~jhf/r-rulefit/rulefit3/rulefit.r http://statweb.stanford.edu/~jhf/R_RuleFit.html

thanks!

gravesee commented 5 years ago

I didn't follow a particular paper for this implementation, but rather a guiding principle of turning a tree ensemble into a set of binary rules and fitting them with LASSO regression. I'm not sure what the specific differences are with the other implementations. Mine depends only on R, though, and can output the fit model in a couple different languages.

AlJohri commented 5 years ago

Cool thanks!

For anyone else that finds this issue from Google, in addition to the original implementation above I was looking at these two others:

I'll have to try them out