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Version 0.2.3
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@interpret-ml interpret-ml released this 14 Jan 01:23
v0.2.3
edb7418

v0.2.3 - 2021-01-13

Major upgrades to EBM in this release. Automatic interaction detection is now
included by default. This will increase accuracy substantially in most cases.
Numerous optimizations to support this, especially around binary classification.
Expect similar or slightly slower training times due to interactions.

Fixed

  • Automated interaction detection uses low-resolution binning
    for both FAST and pairwise training.

Changed

  • EBM argument has been reduced from outer_bags=16 to outer_bags=8.
  • EBM now includes interactions by default from interactions=0 to interactions=10.
  • Algorithm treeinterpreter is now unstable due to upstream dependencies.
  • Automated interaction detection now operates from two-pass to one-pass.
  • Numeric approximations used in boosting (i.e. approx log / exp).
  • Some arguments have been re-ordered for EBM initialization.
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