Closed jcrudy closed 8 years ago
It is actually possible to do this without implementing full support for categorical variables. I am working on it now.
Just added a pull request for this: #88. Still needs to be benchmarked, as I'm worried speed was affected.
In master as of commit e123dad1e465e63726dceef8f7faa283788a7955. Closing issue.
See issue #2, which is a prerequisite. The algorithm is described in the same paper, Friedman, 1991, "Estimating functions of mixed ordinal and categorical variables using adaptive splines".