Summary: The drive toward transparency and explainability in our modeling seems unstoppable. Up to now that meant sacrificing accuracy for interpretability. However, the ensemble method known as RuleFit may be the answer with both explainability and accuracy meeting or exceeding Random Forest.
If you’re like me and not doing modeling in a highly regulated industry like mortgage finance or insurance then when you produce a model, you are…Continue
Added by William Vorhies on June 27, 2017 at 10:02am — No Comments