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Added the hyperparameter boosting_steps_before_interactions_are_allowed

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@mathias-von-ottenbreit mathias-von-ottenbreit released this 09 Oct 17:16
· 207 commits to main since this release

Added the hyperparameter boosting_steps_before_interactions_are_allowed. It specifies how many boosting steps to wait before searching for interactions. If for example 800, then the algorithm will be forced to only fit main effects in the first 800 boosting steps, after which it is allowed to search for interactions (given that other hyperparameters that control interactions also allow this). The motivation for fitting main effects first may be 1) to get a cleaner looking model that puts more emphasis on main effects and 2) to speed up the algorithm since looking for interactions is computationally more demanding. The default value of 0 gives a similar model fit to the one from version 7.2.0.