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Resolves #51 if it works out ok, vibecoded example below
A toy example
yhas a main effect ofx1and an interaction ofx2andx3,x4is noise. A single tree family with a few splits is small enough to read as a diagram.Each tree belongs to a set of variables and the prediction is the sum of the values of all leaves containing a point. The same leaves in variable space, before and after purification:
Bike sharing
A small fit as a diagram, with the root split twice on the hour of day and two interaction trees:
With tuned parameters,
one tree family is enough for plotting. At the tuned
max_interaction = 7, most leaves are in trees on many variables, whichplot()summarizes as a remainder:Restricting the forest to pairwise interactions costs some accuracy (test RMSE, 80/20 split,
ntrees = 200):max_interactionIn exchange, after purification, every tree is a component of the functional decomposition that can be read off directly: