Image created by author in "Interpretable Regression with RuleFit"

This repository is an example of the RuleFit algorithm from the linked paper on a few regression problems.

• Interpretable Regression with RuleFit.ipynb (Jupyter Notebook)
• Artifacts
  • distribution_comparison.png
  • feature_importance.png
  • linear_rule_fit_explained.png
  • grid_search_cv_results.png
  • Sine_function_example.png
  • linear_fit_step_function.png

• RuleFit Algorithm: http://statweb.stanford.edu/~jhf/ftp/RuleFit.pdf
• RuleFit Python Package: https://github.com/christophM/rulefit