Exploring Interaction Effects and S-Learners

Interaction adventures through simulations and gradient boosting trees using the S-learner approach. I hadn’t realized that lightGBM and XGBoost could reveal interaction terms without explicit specification. Quite intriguing!

picture resembles interaction 🤣

Objectives:

What is interaction?

Simulate interaction

Visualize interaction

True Model ✅

Wrong Model ❌

What is S Learner?

What is …