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interpretml / interpret

Fit interpretable models. Explain blackbox machine learning.
https://interpret.ml/docs
MIT License
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Does the EBM model support customized loss functions (objectives)? #498

Open oddwang opened 4 months ago

oddwang commented 4 months ago

Hello, I would like to know if EBM is able to customize the loss function and how to do that?

paulbkoch commented 4 months ago

Hi @oddwang -- We do support a number of alternative built-in loss functions, but to fully customize the loss function you currently need to modify the C++ slightly. I have made an effort to make this process as easy as possible though as a bridge until we support python based customized loss functions.

There's a description of how to do it in this other thread: https://github.com/interpretml/interpret/issues/281#issuecomment-1824987180