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Feature Request: piecewise linear gradient boosting tree #241

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1991jhf opened this issue Jul 4, 2023 · 2 comments
Closed

Feature Request: piecewise linear gradient boosting tree #241

1991jhf opened this issue Jul 4, 2023 · 2 comments

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@1991jhf
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1991jhf commented Jul 4, 2023

Hi, is there any plan to implement linear models at the leaves?

Similar to linear_tree in LightGBM.
https://lightgbm.readthedocs.io/en/latest/Parameters.html#linear_tree
microsoft/LightGBM#3299
@jeremiedb
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It wasn't on my radar at the moment.
Have you seen any evidence about added value such linear leaves may bring? If there's a compelling case, then it could help making a case for it. Otherwise, the 2 things I want to bring are support for ranking and obliveous (catboost style) trees.

@ParadaCarleton
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Hi, is there any plan to implement linear models at the leaves?

Similar to linear_tree in LightGBM. https://lightgbm.readthedocs.io/en/latest/Parameters.html#linear_tree microsoft/LightGBM#3299

You might be interested in MARS or the Julia implementation of MARS here, although the latter is pretty rough around the edges at the moment.

@1991jhf 1991jhf closed this as completed Mar 19, 2024
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@jeremiedb @1991jhf @ParadaCarleton