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New interpretable algorithm #398
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Hi.
I would like to contribute with a section in Chapter 5 about Automatic Piecewise Linear Regression (APLR). It can be used for regression or classification. APLR is often able to compete with tree-based methods on predictiveness and it is inherently interpretable. The algorithm automatically handles interactions and performs variable selection.
Below are some of the possibilities in APLR regarding interpretability:
Is that ok?
Best regards,
Mathias
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