XGBoost: Transfer business knowledge using monotonic constraints
Published in
5 min readNov 11, 2022
A few days ago, I was discussing with a good friend of mine, Julia Simon, about taking into account business knowledge in a decision tree-based model.
She had in mind a very simple problem, where the value to predict was strictly increasing with a given feature. She wanted to know if it was possible to force the model to ensure this constraint.
