Marco Cerliani

This can be done automatically by Linear Trees. Linear Trees differ from Decision Trees because they compute linear approximation (instead of constant ones) fitting simple Linear Models in the leaves....

They didn't release the new version on pypi.... you have to install it from source to get this feature `!pip install git+https://github.com/scikit-learn-contrib/boruta_py`

Hi @LacombeLouis, thanks for the response. The most effective and simple application may be using LGBMRegressor/LGBMClassifier or XGBRegressor/Classifier. Both of them allow the usage of lot parameters in fit and...