add corner boosting option

Author: paulbkoch

R/src/Makevars

@@ -34,6 +34,7 @@ OBJECTS = \
    $(NATIVEDIR)/interpretable_numerics.o \
    $(NATIVEDIR)/PartitionOneDimensionalBoosting.o \
    $(NATIVEDIR)/PartitionRandomBoosting.o \
+   $(NATIVEDIR)/PartitionMultiDimensionalCorner.o \
    $(NATIVEDIR)/PartitionMultiDimensionalTree.o \
    $(NATIVEDIR)/PartitionMultiDimensionalStraight.o \
    $(NATIVEDIR)/Purify.o \

R/src/Makevars.interpret

@@ -34,6 +34,7 @@ OBJECTS = \
    $(NATIVEDIR)/interpretable_numerics.o \
    $(NATIVEDIR)/PartitionOneDimensionalBoosting.o \
    $(NATIVEDIR)/PartitionRandomBoosting.o \
+   $(NATIVEDIR)/PartitionMultiDimensionalCorner.o \
    $(NATIVEDIR)/PartitionMultiDimensionalTree.o \
    $(NATIVEDIR)/PartitionMultiDimensionalStraight.o \
    $(NATIVEDIR)/Purify.o \

build.sh

@@ -342,6 +342,7 @@ if [ $is_conda -eq 1 ]; then
    ${CXX} -c ${CPPFLAGS} ${CXXFLAGS} ${extras} "$code_path/interpretable_numerics.cpp" -o "$tmp_path/interpretable_numerics.o"
    ${CXX} -c ${CPPFLAGS} ${CXXFLAGS} ${extras} "$code_path/PartitionOneDimensionalBoosting.cpp" -o "$tmp_path/PartitionOneDimensionalBoosting.o"
    ${CXX} -c ${CPPFLAGS} ${CXXFLAGS} ${extras} "$code_path/PartitionRandomBoosting.cpp" -o "$tmp_path/PartitionRandomBoosting.o"
+   ${CXX} -c ${CPPFLAGS} ${CXXFLAGS} ${extras} "$code_path/PartitionMultiDimensionalCorner.cpp" -o "$tmp_path/PartitionMultiDimensionalCorner.o"
    ${CXX} -c ${CPPFLAGS} ${CXXFLAGS} ${extras} "$code_path/PartitionMultiDimensionalTree.cpp" -o "$tmp_path/PartitionMultiDimensionalTree.o"
    ${CXX} -c ${CPPFLAGS} ${CXXFLAGS} ${extras} "$code_path/PartitionMultiDimensionalStraight.cpp" -o "$tmp_path/PartitionMultiDimensionalStraight.o"
    ${CXX} -c ${CPPFLAGS} ${CXXFLAGS} ${extras} "$code_path/Purify.cpp" -o "$tmp_path/Purify.o"
@@ -381,6 +382,7 @@ if [ $is_conda -eq 1 ]; then
    "$tmp_path/interpretable_numerics.o" \
    "$tmp_path/PartitionOneDimensionalBoosting.o" \
    "$tmp_path/PartitionRandomBoosting.o" \
+   "$tmp_path/PartitionMultiDimensionalCorner.o" \
    "$tmp_path/PartitionMultiDimensionalTree.o" \
    "$tmp_path/PartitionMultiDimensionalStraight.o" \
    "$tmp_path/Purify.o" \

python/interpret-core/interpret/develop.py

@@ -19,6 +19,7 @@
     "learning_rate_scale": 1.0,
     "max_cat_threshold": 9223372036854775807,
     "cat_include": 1.0,
+    "boost_corners": False,
     "purify_boosting": False,
     "purify_result": False,
     "randomize_initial_feature_order": True,

python/interpret-core/interpret/glassbox/_ebm/_ebm.py

@@ -957,6 +957,8 @@ def fit(self, X, y, sample_weight=None, bags=None, init_score=None):
             term_boost_flags = Native.TermBoostFlags_Default
             if develop.get_option("purify_boosting"):
                 term_boost_flags |= Native.TermBoostFlags_PurifyUpdate
+            if develop.get_option("boost_corners"):
+                term_boost_flags |= Native.TermBoostFlags_Corners
             inner_bags = self.inner_bags
             greedy_ratio = self.greedy_ratio
             smoothing_rounds = self.smoothing_rounds

python/interpret-core/interpret/utils/_native.py

@@ -41,6 +41,7 @@ class Native:
     TermBoostFlags_MissingLow = 0x00000080
     TermBoostFlags_MissingHigh = 0x00000100
     TermBoostFlags_MissingSeparate = 0x00000200
+    TermBoostFlags_Corners = 0x00000400
 
     # CreateInteractionFlags
     CreateInteractionFlags_Default = 0x00000000