3 Comments
Apr 10Liked by Avi Chawla

Nice work again, Avi!

Christoph Molnar also wrote about it in his interpretable machine learning model book, it is called "global surrogate model": https://christophm.github.io/interpretable-ml-book/global.html

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This is a great idea! I'm curious how mathmatically sound this would be to create a "global surrogate model" for xgboost or other boosted trees models?

Intuitively it seems very similar.

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