| 摘要 |
A system and method for generating monotonicity constraints and integrating the monotonicity constraints with an additive tree model includes receiving the additive tree model trained on a dataset, receiving a selection of a set of subsets of variables on which to impose monotonicity of partial dependence functions, generating a set of monotonicity constraints for the partial dependence functions in the selected set of subsets of variables based on the dataset and a set of parameters of the additive tree model, receiving a selection of an objective function, and optimizing the objective function subject to the set of monotonicity constraints. |
