Interpretable Additive Tree Models
May 7, 2021
With the birth of XGBoost, additive tree models have been widely applied in industries (such as LightGBM, CatBoost) due to their state-of-the-art performance and well-engineered parallel acceleration computing. However the one general rule in machine learning field is more complex models that fit well to data are less interpretable. This article will talk about different approaches that let a model “speaks” and explains how the model generate outputs.