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Increased interpretability and added an option to ignore interactions when using monotonic_constraints

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@mathias-von-ottenbreit mathias-von-ottenbreit released this 15 Nov 20:04
· 198 commits to main since this release

The new method, get_coefficient_shape_function(predictor_index:int), returns the coefficient shape across relevant predictor values, ignoring interactions. This increases interpretability by making it easier to analyse how main effects work in the model.

Added an option to ignore interactions when using monotonic_constraints. An use case for this can be to reduce the decline in predictiveness due to monotonic constraints when a large proportion of the predictors have monotonic constraints.