Open pedwards-baasco opened 3 years ago
Per offline chat, for others interested, this is a simple and almost equivalent approach, by ensembling multiple individual trees, each trained with a subset of features (only one feature in the example):
https://colab.research.google.com/drive/17LEDCwsf1-x2cBKz0J43SES8EDeiy-AB?usp=sharing
Maybe this will be helpful for others, while we don't implement the feature.
The upstream dmlc xgboost has a feature called interaction constraints.
This feature is useful to train highly explainable models for high-risk applications like lending. It would be wonderful if TFDF boosting supported a similar option.