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A reticulate-powered interface to the Python InterpretML framework for fitting explainable boosting machines (EBMs). EBMs are a modern type of generalized additive model that use tree-based, cyclic gradient boosting with automatic interaction detection. They are often as accurate as state-of-the-art blackbox models while remaining completely interpretable.
Currently, you can only install the ebm package from GitHub (coming soon to CRAN):
# install.packages("remotes")
remotes::install_github("bgreenwell/ebm")For a thorough overview of using the ebm package, see this article.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.