Add rule-based interpretable models? about piml-toolbox

[ajzhanghk]

Hi Chandan, it's great to have your comment. The imodels package is brilliant and it has a very good coverage of rule-based interpretable models! We definitely would like to give it a try to include RuleFit into the PiML toolbox. -- Aijun

[asudjianto]

@ajzhanghk we should put FIGS in PiML.

[ajzhanghk]

@csinva Thanks for your great work on FIGS, a very neat version of interpretable rules. We have re-engineered FIGS with much faster speed and integrated it into PiML V0.4.0. Please try it out and let us know your thoughts.

[csinva]

Thanks for including it! I've been playing with it and it's working really well 😄 I'll be recommending PiML to all the interpretability folks I know!

P.S. If you found FIGS useful, I think you might also want to add HSTree. It's easier to implement, faster, and when we were benchmarking interpretable methods in autogluon, it consistently performed at the top.