[FEA] Generalized Additive Models

rapidsai / cuml

cuML - RAPIDS Machine Learning Library

https://docs.rapids.ai/api/cuml/stable/

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[FEA] Generalized Additive Models #2853

Open hcho3 opened 4 years ago

hcho3 commented 4 years ago

Request for an algorithm It would be useful to support Generalized Additive Models, as a way to produce interpretable white-box models. Some relevant papers:

"Intelligible Models for HealthCare: Predicting Pneumonia Risk and Hospital 30-day Readmission"
"Accurate intelligible models with pairwise interactions"
"Intelligible models for classification and regression"

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