Paul Koch

I'm one of the InterpretML developers. It's true that the final output of the EBM algorithm is a GAM, however internally we use gradient boosted decision trees to build those...

Hi @arainboldt -- I'm glad to hear you're having fun using InterpretML. We’re certainly having fun developing it. :) The easiest way to achieve this currently is to build an...

Hi @mtl-tony, Glad to hear you're enjoying using InterpretML. Do you need this offset for regression or classification? For regression it would be simple since we currently only support the...

What you need to do is change the initialization scores passed into the booster. By default we currently start with scores of zero. This line below is where we pass...

When you have it working, I'd test it using a regression problem. As mentioned above, you should be able to get the exact same results in regression by subtracting from...

Then you want 'scores_train' and 'scores_val': https://github.com/interpretml/interpret/blob/ba6ba620936d3c0d21d66418b6d8e3a2834e265a/python/interpret-core/interpret/glassbox/ebm/ebm.py#L545 https://github.com/interpretml/interpret/blob/ba6ba620936d3c0d21d66418b6d8e3a2834e265a/python/interpret-core/interpret/glassbox/ebm/ebm.py#L549 https://github.com/interpretml/interpret/blob/ba6ba620936d3c0d21d66418b6d8e3a2834e265a/python/interpret-core/interpret/glassbox/ebm/ebm.py#L588 https://github.com/interpretml/interpret/blob/ba6ba620936d3c0d21d66418b6d8e3a2834e265a/python/interpret-core/interpret/glassbox/ebm/ebm.py#L632 https://github.com/interpretml/interpret/blob/ba6ba620936d3c0d21d66418b6d8e3a2834e265a/python/interpret-core/interpret/glassbox/ebm/ebm.py#L632

Thank you @spyrosUofA, that would be a nice contribution 👍

EBMs generally take a fixed and consistent amount of time per round of boosting. You should be able to get a pretty good EBM after somewhere in the range of...

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Hi @shneezers & @BullAJ -- We have exposed FAST as a separate utility function that can be called independently of the EBM construction, and yes, you can use it in...