Using Model-Based Trees with Boosting to Fit Low-Order Functional ANOVA Models. (arXiv:2207.06950v2 [stat.ML] UPDATED)

Low-order functional ANOVA (fANOVA) models have been rediscovered in the
machine learning (ML) community under the guise of inherently interpretable
machine learning. Explainable Boosting Machines or EBM (Lou et al. 2013) and
GAMI-Net (Yang et al. 2021) are two recently proposed ML algorithms for fitting
functional main effects and second-order interactions. We propose a new
algorithm, called GAMI-Tree, that is similar to EBM, but has a number of
features that lead to better performance. It uses model-based trees as base …

anova arxiv boosting low trees