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[TREE] add interaction constraints (#3466)

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* add interaction constraints

* enable both interaction and monotonic constraints at the same time

* fix lint

* add R test, fix lint, update demo

* Use dmlc::JSONReader to express interaction constraints as nested lists; Use sparse arrays for bookkeeping

* Add Python test for interaction constraints

* make R interaction constraints parameter based on feature index instead of column names, fix R coding style

* Fix lint

* Add BlueTea88 to CONTRIBUTORS.md

* Short circuit when no constraint is specified; address review comments

* Add tutorial for feature interaction constraints

* allow interaction constraints to be passed as string, remove redundant column_names argument

* Fix typo

* Address review comments

* Add comments to Python test
This commit is contained in:
Andrew Thia
2018-09-05 02:35:39 +10:00
committed by Philip Hyunsu Cho
parent dee0b69674
commit 9254c58e4d
12 changed files with 581 additions and 3 deletions
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doc/tutorials/monotonic.rst
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@@ -82,7 +82,7 @@ Some other examples:
- ``(1,0)``: An increasing constraint on the first predictor and no constraint on the second.
- ``(0,-1)``: No constraint on the first predictor and a decreasing constraint on the second.
**Choise of tree construction algorithm**. To use monotonic constraints, be
**Choice of tree construction algorithm**. To use monotonic constraints, be
sure to set the ``tree_method`` parameter to one of ``exact``, ``hist``, and
``gpu_hist``.