Add RuleFit algorithm for interpretability

[exalate-issue-sync]

References:

• [http://statweb.stanford.edu/~jhf/ftp/RuleFit.pdf|http://statweb.stanford.edu/~jhf/ftp/RuleFit.pdf]
• [https://statweb.stanford.edu/~jhf/R_RuleFit.html|https://statweb.stanford.edu/~jhf/R_RuleFit.html]

[https://github.com/h2oai/h2o-tutorials/blob/8df6b492afa172095e2595922f0b67f8d715d1e0/best-practices/explainable-models/rulefit.py|https://github.com/h2oai/h2o-tutorials/blob/8df6b492afa172095e2595922f0b67f8d715d1e0/best-practices/explainable-models/rulefit.py]

[exalate-issue-sync]

Zuzana Olajcová commented: POC: [#4838|https://github.com//pull/4838]

NPE on multinode fix: [#4894|https://github.com//pull/4894]

corner case during optimal lambda setup fix: [#4924|https://github.com//pull/4924]

fix indexing when handling depths for tree ensembles: [#4925|https://github.com//pull/4925]

rulefit metrics: [#4914|https://github.com//pull/4914], [#4931|https://github.com//pull/4931]

API related: [#4918|https://github.com//pull/4918], [#4938|https://github.com//pull/4938], [#4962|https://github.com//pull/4962]

test and docs adjustments: [#4934|https://github.com//pull/4934]

docs: [4987|https://github.com//pull/4987], [#4943|https://github.com//pull/4943], [#4928|https://github.com//pull/4928]

test related: [#4936|https://github.com//pull/4936], [#74|https://github.com/h2oai/ml-benchmark/pull/74]

optimize/refactor: [#4944|https://github.com//pull/4944/files], [#5018|https://github.com//pull/5018]

benchmarks: [#4908|https://github.com//pull/4908], [#4985|https://github.com//pull/4985], [#4978|https://github.com//pull/4978], [#4916|https://github.com//pull/4916], [#4915|https://github.com//pull/4915], [#4920|https://github.com//pull/4920], [#65|https://github.com/h2oai/ml-benchmark/pull/65], [#67|https://github.com/h2oai/ml-benchmark/pull/67], [#69|https://github.com/h2oai/ml-benchmark/pull/69/files], [#70|https://github.com/h2oai/ml-benchmark/pull/70/files], [#71|https://github.com/h2oai/ml-benchmark/pull/71/files], [#72|https://github.com/h2oai/ml-benchmark/pull/72], [#73|https://github.com/h2oai/ml-benchmark/pull/73/files], [#74|https://github.com/h2oai/ml-benchmark/pull/74/files]

build: [#4961|https://github.com//pull/4961]

[h2o-ops]

JIRA Issue Migration Info

Jira Issue: PUBDEV-7720
Assignee: Zuzana Olajcová
Reporter: Zuzana Olajcová
State: Resolved
Fix Version: 3.32.0.1
Attachments: N/A
Development PRs: Available

Linked PRs from JIRA

#4887
#4914
#4924
#4925
#4931
#4934
#4936
#4938
#4944
#4962
#4980
#4981
#4838