support pairwise interactions

[moyidang]

Does this library currently support finding pairwise interactions, or visualizing pairwise interactions?

[interpret-ml]

Hi @moyidang,

Yes, ExplainableBoostingMachine supports finding and visualizing pairwise interaction terms.

You can include interactions by using the "interactions" parameter when you initialize the ExplainableBoostingClassifier/Regressor:

ebm = ExplainableBoostingClassifier(interactions=5, random_state=42)

and then you can call

ebm.fit(X_train, y_train) 

like usual.

If you pass "interactions" an integer n (ex: interactions=5), we will run FAST and automatically detect the "top-n" pairs, and include them in the training process. Alternatively, you can pass in a list of list of integers (ex: interactions=[[2,3],[4,5]]) which will force the algorithm to learn pairs on features 2/3 and features 4/5.

Using explain_global() and show() will render pairwise interactions as heatmaps in the Jupyter notebook experience.

There's more discussion of this here: #2