v0.6.9 - 2025-01-06
Added
- refitting of the intercept term after fitting the rest of the model to improve the intercept value
- new options for handling missing values: "low", "high", "separate", and "gain"
- use Fischer (1958) for handling categorical values. This is the same method employed by LightGBM.
- added new parameters to control overfitting of nominal categoricals: gain_scale, min_cat_samples, cat_smooth
Changed
- enable AVX-512 by default
- modified default EBM parameters: outer_bags=16, n_jobs=-1
Fixed
- fixed memory leak in the purification function