I'm fitting an EBM multiclass classifier, and am getting feature curves with values in excess of 10^10. Is there a way to fix this somehow? Ideally I could specify a maximum value, and clip the feature curves beyond that.
For more context, in my particular dataset, there is an interval of ~2% of the data where if, say, X_1 is less than -10 the output is guaranteed to be class 0. The curve is taking values -10^10 in this region, and 10^8 everywhere else, with an intercept around 10^8.
This certainly makes sense from a prediction perspective, but for interpretation purposes, having 98% of the feature importances for that variable be 10^8 isn't ideal.
I'm fitting an EBM multiclass classifier, and am getting feature curves with values in excess of 10^10. Is there a way to fix this somehow? Ideally I could specify a maximum value, and clip the feature curves beyond that.
For more context, in my particular dataset, there is an interval of ~2% of the data where if, say, X_1 is less than -10 the output is guaranteed to be class 0. The curve is taking values -10^10 in this region, and 10^8 everywhere else, with an intercept around 10^8.
This certainly makes sense from a prediction perspective, but for interpretation purposes, having 98% of the feature importances for that variable be 10^8 isn't ideal.