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Add baseline estimator to HGBT #27109

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lorentzenchr opened this issue Aug 19, 2023 · 6 comments
Open

Add baseline estimator to HGBT #27109

lorentzenchr opened this issue Aug 19, 2023 · 6 comments
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module:ensemble Needs Decision - Include Feature Requires decision regarding including feature New Feature

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@lorentzenchr
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Describe the workflow you want to enable

I would like to specify a baseline estimator like in GradientBoostingRegressor(init=MyCoolBaselineEstimator_Maybe_a_linear_model).

Describe your proposed solution

Add a parameter baseline (or if has to be the same, then init) to HistGradientBoostingRegressor and HistGradientBoostingClassifier.

Describe alternatives you've considered, if relevant

The StackingClassifier does not do the same thing.

Additional context

In particular a linear model as baseline could

  1. Improve fit time
  2. Allow for non-constant extrapolation on important features, quite in contrast to trees.
@lorentzenchr lorentzenchr added New Feature Needs Triage Issue requires triage module:ensemble Needs Decision - Include Feature Requires decision regarding including feature and removed Needs Triage Issue requires triage labels Aug 19, 2023
@GyanPrakashkushwaha

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@GyanPrakashkushwaha
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Hello @lorentzenchr ,Thanks for reporting the issue. I am willing to add the baseline estimator in HistGradientBoostingClassifier and HistGradientBoostingRegressor.
I have started working in this.

@betatim
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betatim commented Aug 21, 2023

Could you explain a bit more what you mean with a baseline model? Is it the model that gets boosted (by default a decision tree)?

@lorentzenchr
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@betatim Same as GradientBoostingRegressor(init=...), i.e. the starting point from where to begin boosting, i.e. it is still tree boosting.

@lorentzenchr
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@GyanPrakashkushwaha This is marked as "Needs Decision" in the labels.

@GyanPrakashkushwaha
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GyanPrakashkushwaha commented Aug 22, 2023 •
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@lorentzenchr I am trying to add the init parameter.

@lorentzenchr lorentzenchr mentioned this issue Nov 29, 2023
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@betatim @lorentzenchr @GyanPrakashkushwaha