konstantint/SKompiler

Support for Explainable Boosting Machine

Opened this issue · 2 comments

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,

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).

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

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