Explainable Boosting Machines with Sparsity -- Maintaining Explainability in High-Dimensional Settings

Brandon M. Greenwell, Annika Dahlmann, Saurabh Dhoble

Compared to "black-box" models, like random forests and deep neural networks, explainable boosting machines (EBMs) are considered "glass-box" models that can be competitively accur…