LinXGBoost
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Extension of the awesome XGBoost to linear models at the leaves
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LinXGBoost issues
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I am not sure how difficult it would be to implement this. Is it possible to add a feature that would allow one to regress in the leaves only on...
Has there been initiatives to bring back this functionality within XGBoost official? Was there interest on XGBoost's part to add this functionality? Thanks!
when I run the test example in the github using python 3.6 there comes a problem when using the GridSearchCV() for LinXgboost. ![image](https://user-images.githubusercontent.com/29354670/59754313-6c4af400-92b8-11e9-93e3-b255eed758ca.png)
And will it perform better?