Support for Explainable Boosting Machine

[KalinNonchev]

Hello,

thank you for the package. Would you also offer support for Explainable Boosting Machine from InterpretML? It is similar to Gradient Boosting Machine of sklearn.

Thank you in advance!

Best,

[konstantint]

I don't believe I would personally find time to implement that very soon. I am not familiar with the EBM model currently but looking into implementation I can't immediately tell how complex it is to translate it into a SK expression (from a quick glance it seems the logic is more complicated than what one would expect from a straightforward boosting model).

[paulbkoch]

Our docs have a simplified replica of the predict function that might be useful.

https://interpret.ml/docs/ebm-internals-regression.html