RuleFit uses an existing tree ensemble model as its input predictors. It first converts the ensemble into a series of rules corresponding to terminal nodes. It then fits a regularized regression model on these rules to produce a simpler model without sacrificing much, if any, performance.
Package details |
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Author | Eric E Graves |
Maintainer | Eric E Graves <eric.graves@lexisnexisrisk.com> |
License | Proprietary |
Version | 0.1.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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