Logistic Regression by Discretizing Continuous Variables via Gradient Boosting 9 years ago
Thank you for the comment and the link. I agree with most of the points listed there. And GAM is a great tool when there is non-linear and non-monotonic relation between the response and independent variables. GAM has good interpretability but it is still somehow difficult to understand in some business environment. For example, in credit scoring, logistic regression with binning is still widely applied.