Create a new monotonic prior for boosted regressionsSource:
Function to include prior information as monotonic constrain to
a extreme gradient descent boosting model
priors enforce directionality in direction of certain variables, however
specifying a monotonic constrain does not guarantee that the variable is not
regularized out during model fitting.
XGBPrior(variable, hyper = "increasing", ...) # S4 method for character,character XGBPrior(variable,hyper,...)
Chen, T., He, T., Benesty, M., Khotilovich, V., Tang, Y., & Cho, H. (2015). Xgboost: extreme gradient boosting. R package version 0.4-2, 1(4), 1-4.