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Can ExplainableBoostingRegressor be used as a feature engineering tool? #474
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Hi @jckkvs -- The ExplainableBoostingClassifier and ExplainableBoostingRegressor are not transformers, so you cannot do this directly, but you can achieve it through other means. The hard part about interactions is narrowing the possible interactions down to just the most important ones. We have exposed the "measure_interactions" function which returns an interaction strength that we use internally to choose pairs. Here's a link to the docs on measure_interactions: https://interpret.ml/docs/measure_interactions.html. Once the interactions are chosen, we then bin them using quantiles. You can use the same binning algorithm as used in EBMs by using the EBMPreprocessor. It isn't public, but you can find it here:
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@paulbkoch In my previous questions, I mentioned interactions between variables, but for a simpler case where interactions are not considered, I've come to understand the following: The EBMPreprocessor(binning="quantile") that you mentioned has the effect of transforming various distribution shapes of X into a uniform distribution. I will deepen my understanding of interactions by reviewing the documentation and code you provided. Thank you. |
I understand that the Is my understanding correct?" Below is a simple code to verify the above understanding.
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Same idea in terms of quantiles, although QuantileTransformer returns floats and EBMPreprocessor returns binned integer values, and also handles missing values. |
Can ExplainableBoostingRegressor or ExplainableBoostingClassifier be used as a transformer to extract interactions between explanatory variables? For example, considering the interaction between X1 and X3.
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