ParamBoost: Gradient Boosted Piecewise Cubic Polynomials
- URL: http://arxiv.org/abs/2604.18864v1
- Date: Mon, 20 Apr 2026 21:39:35 GMT
- Title: ParamBoost: Gradient Boosted Piecewise Cubic Polynomials
- Abstract summary: ParamBoost is a novel GAM that learns shape functions from individual input features to the output.<n>It incorporates several constraints commonly used in parametric analysis to ensure well-refined shape functions.<n>It consistently outperforms state-of-the-art GAMs across several real-world datasets.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Generalized Additive Models (GAMs) can be used to create non-linear glass-box (i.e. explicitly interpretable) models, where the predictive function is fully observable over the complete input space. However, glass-box interpretability itself does not allow for the incorporation of expert knowledge from the modeller. In this paper, we present ParamBoost, a novel GAM whose shape functions (i.e. mappings from individual input features to the output) are learnt using a Gradient Boosting algorithm that fits cubic polynomial functions at leaf nodes. ParamBoost incorporates several constraints commonly used in parametric analysis to ensure well-refined shape functions. These constraints include: (i) continuity of the shape functions and their derivatives (up to C2); (ii) monotonicity; (iii) convexity; (iv) feature interaction constraints; and (v) model specification constraints. Empirical results show that the unconstrained ParamBoost model consistently outperforms state-of-the-art GAMs across several real-world datasets. We further demonstrate that modellers can selectively impose required constraints at a modest trade-off in predictive performance, allowing the model to be fully tailored to application-specific interpretability and parametric-analysis requirements.
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