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FAST: An Optimization Framework for Fast Additive Segmentation in Transparent ML

2024-02-20 · Brian Liu, Rahul Mazumder

We present FAST, an optimization framework for fast additive segmentation. FAST segments piecewise constant shape functions for each feature in a dataset to produce transparent additive models. The framework leverages a novel optimization procedure to fit these models $\sim$2 orders of magnitude faster than existing state-of-the-art methods, such as explainable boosting machines \citep{nori2019interpretml}. We also develop new feature selection algorithms in the FAST framework to fit parsimonious models that perform well. Through experiments and case studies, we show that FAST improves the computational efficiency and interpretability of additive models.

📄 PDF Abstract BibTeX arXiv:2402.12630

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Additive modelsComputational Efficiencyfeature selection

Methods 이 논문이 사용한 방법론

Feature Selection Feature selection, also known as variable selection, attribute selection or variable subset selection, is the process of selecting a subset of relevant features (variables,…

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