Curve Your Enthusiasm: Concurvity Regularization in Differentiable Generalized Additive Models

1 code implementation • NeurIPS 2023 • Julien Siems, Konstantin Ditschuneit, Winfried Ripken, Alma Lindborg, Maximilian Schambach, Johannes S. Otterbach, Martin Genzel

Generalized Additive Models (GAMs) have recently experienced a resurgence in popularity due to their interpretability, which arises from expressing the target value as a sum of non-linear transformations of the features.

Additive models Time Series