xrf (Q94666)
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eXtreme RuleFit
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | xrf |
eXtreme RuleFit |
Statements
17 December 2025
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An implementation of the RuleFit algorithm as described in Friedman & Popescu (2008) <doi:10.1214/07-AOAS148>. eXtreme Gradient Boosting ('XGBoost') is used to build rules, and 'glmnet' is used to fit a sparse linear model on the raw and rule features. The result is a model that learns similarly to a tree ensemble, while often offering improved interpretability and achieving improved scoring runtime in live applications. Several algorithms for reducing rule complexity are provided, most notably hyperrectangle de-overlapping. All algorithms scale to several million rows and support sparse representations to handle tens of thousands of dimensions.
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