GLM: Controls variables - Multinomial, Ordinal #16678
Description
Requests:
Parameter to specify control variables and to remove effects of these variables for prediction and calculation of model metrics
Control variables are sometimes used in our model builds in addition to offset. These variables are not one of the predictors we are modeling, but have effects that we would like to control for in the model. Thus, we would like to request a parameter that does the following:
When fitting the GLM, control variables are also fitted in the model, same way as a regular predictor.
After the model is fitted, when predicting with the model and calculating metrics, the control variables effects are removed.
H2O.ai Devs only
https://support.h2o.ai/a/tickets/110095
The issue is implemented in this PR:
API design:
The same as in #16524