Disclaimer: This post was written with the help of LLMs, based on:

Potential remaining errors are mine.


What if you could have a model that:

  • ✅ Captures non-linear patterns like neural networks
  • ✅ Builds iteratively like gradient boosting
  • ✅ Provides built-in interpretability through its additive structure
  • ✅ Works well on regression, classitication, time series

That’s Boosted Configuration Networks (BCN).

Where BCN fits: BCN sits between Neural Additive Models (NAMs) and gradient boosting—combining neural flexibility with boosting’s greedy refinement. It’s particularly effective for:

  • Medium-sized tabular datasets (100s to 10,000s of rows)
  • Multivariate prediction tasks (multiple outputs that share structure)
  • Problems requiring both accuracy and interpretability
  • Time series forecasting with multiple related series

In this post, I’ll explain BCN’s intuition by walking through its hyperparameters. Each parameter reveals something fundamental about how the algorithm works.


The Core Idea: Building Smart Weak Learners

BCN asks a simple question at each iteration:

“What’s the best artificial neural network feature I can add right now to explain what I haven’t captured yet?”

Let’s break down this sentence:

1. artificial “Neural network feature”

At each iteration L, a BCN creates a simple single-layer feedforward neural network:

h_L = activation(w_L^T · x)

This is just: multiply features by weights, then apply an activation function (tanh or sigmoid; bounded).

2. Best

BCN finds weights w_L that maximize how much this feature explains the residuals.

Specifically, it finds the artificial neural network whose output has the largest regression coefficient when predicting the residuals. This is captured in the ξ (xi) criterion:

ξ = ν(2-ν)·β²_L - penalty

where β_L is the least-squares coefficient from regressing residuals on h_L.

3. “What I haven’t captured yet”

Like all boosting methods, BCN works on residuals - the gap between current predictions and truth. Each iteration “carves away” at the error.

4. “Add”

Once we find the best h_L, we add it to our ensemble:

new prediction = old prediction + ν · β_L · h_L

Visual mental model: Imagine starting with the mean prediction (flat surface). Each iteration adds a “bump” (artificial neural network feature) where the residuals are largest, gradually sculpting a complex prediction surface.

Now let’s see how the hyperparameters control this process.


Hyperparameter Priority: The Big Three

Before diving deep, here’s how parameters rank by impact:

Tier 1 - Critical (tune these first):

  • B (iterations): Model complexity
  • nu (learning rate): Step size and stability
  • lam (weight bounds): Feature complexity

Tier 2 - Regularization (tune for robustness):

  • r (convergence rate, most of the times 0.99, 0.999, 0.9999, etc.): Adaptive quality control
  • col_sample (feature sampling): Regularization via randomness

Tier 3 - Technical (usually keep defaults):

  • type_optim (optimizer): Computational trade-offs
  • activation (nonlinearity): Usually tanh because bounded
  • hidden_layer_bias: Usually TRUE
  • tol (tolerance): Early stopping

Hyperparameter 1: B (Number of Iterations)

Default: No universal default (typically 100-500)

What it controls: How many weak learners to train

Intuition: BCN builds your model piece by piece. Each iteration adds one artificial neural network feature that explains some of what you haven’t captured.

Trade-offs:

  • Small B (10-50):
    • ✅ Fast training
    • ✅ Less risk of overfitting
    • ❌ May underfit complex relationships
  • Large B (100-1000):
    • ✅ Can capture subtle patterns
    • ✅ Better accuracy on complex tasks
    • ❌ Slower training
    • ❌ Risk of overfitting without other regularization

Rule of thumb: Start with B=100. If using early stopping (tol > 0), set B high (500-1000) and let the algorithm stop when improvement plateaus.

What’s happening internally: Each iteration finds weights w_L that maximize:

ξ_L = ν(2-ν) · β²_L - penalty

where β²_L measures how much the neural network feature correlates with residuals.


Hyperparameter 2: nu (Learning Rate)

Default: 0.1 (conservative)
Typical range: 0.1-0.8
Sweet spot: 0.3-0.5

What it controls: How aggressively to use each weak learner

Intuition: Even if you find a great neural network feature, you might not want to use it at full strength. The learning rate controls the step size.

When BCN finds a good feature h_L with coefficient β_L, it updates predictions by:

prediction += nu · β_L · h_L

Trade-offs:

  • Small ν (0.1-0.3):
    • ✅ More stable training
    • ✅ Better generalization (smooths out noise)
    • ✅ Less sensitive to individual weak learners
    • ❌ Need more iterations (larger B)
    • ❌ Slower convergence
  • Large ν (0.5-1.0):
    • ✅ Faster convergence
    • ✅ Fewer iterations needed
    • ❌ Risk of overfitting
    • ❌ Can be unstable

Why ν(2-ν) appears in the math:

This factor arises when we want to prove the convergence of residuals’ L2-norm towards 0. It’s maximized at ν=1 (full gradient step):

f(ν) = 2ν - ν² 
f'(ν) = 2 - 2ν = 0  ⟹  ν = 1

This ensures stability for ν ∈ (0,2) and explains why ν=1 is the “natural” full step.

Think of it like:

  • ν=0.1: “I trust each feature a little, build slowly” (like learning rate 0.01 in SGD)
  • ν=0.5: “I trust each feature moderately, build steadily”
  • ν=1.0: “I trust each feature fully, build quickly” (can be unstable)

Hyperparameter 3: lam (λ - Weight Bounds)

Default: 0.1
Typical range: 0.1-100 (often on log scale: 10^0 to 10^2)
Sweet spot: 10^(0.5 to 1.0) ≈ 3-10

What it controls: How large the neural network weights can be

Intuition: This constrains the weights w_L at each iteration to the range [-λ, λ]. It’s a form of regularization through box constraints.

# Tight constraints: simpler features
fit_simple <- bcn(x, y, lam = 0.5)

# Loose constraints: more complex features
fit_complex <- bcn(x, y, lam = 10.0)

Why this matters:

Small λ (0.1-1.0):

  • Neural network features are “gentle” (bounded outputs)
  • Less risk of overfitting
  • May miss complex interactions
  • ✅ Use for: Small datasets, high interpretability needs

Large λ (5-100):

  • Neural network features can be more “extreme”
  • Can capture stronger non-linearities
  • Risk of overfitting if not balanced with other regularization
  • ✅ Use for: Complex patterns, large datasets

What’s happening mathematically:

At each iteration, we solve:

maximize ξ(w_L)
subject to: -λ ≤ w_L,j ≤ λ for all features j

This is a constrained optimization - we’re finding the best weights within a box.

Think of it like:

  • Small λ: “Keep the weak learners simple” (like L∞ regularization)
  • Large λ: “Allow complex weak learners”

Note on consistency: In the code, this parameter is lam (avoiding the Greek letter for R compatibility).


Hyperparameter 4: r (Convergence Rate)

Default: 0.3
Typical range: 0.3-0.99
Sweet spot: 0.9-0.99999

What it controls: How the acceptance threshold changes over iterations

Intuition: This is the most subtle hyperparameter. It controls how picky BCN is about accepting new weak learners, and this pickiness decreases as training progresses. Think of r as the “patience” or “quality control” officer: high r means “Only the best features get through the door early on.”

The acceptance criterion:

BCN only accepts a weak learner if:

ξ_L = ν(2-ν)·β²_L - [1 - r - (1-r)/(L+1)]·||residuals||² ≥ 0

The penalty term [1 - r - (1-r)/(L+1)] decreases as L increases:

Iteration L r = 0.95 r = 0.70 r = 0.50
L = 1 0.075 0.45 0.75
L = 10 0.055 0.33 0.55
L = 100 0.050 0.30 0.50
L → ∞ 0.050 0.30 0.50

Interpretation: The penalty starts higher and converges to (1-r) as training progresses.

Trade-offs:

Large r (0.9-0.99):

  • Early iterations: very picky (high penalty)
  • Later iterations: more permissive
  • ✅ Prevents premature commitment to poor features
  • ✅ Allows fine-tuning in later iterations
  • ✅ Better generalization
  • ✅ Use for: Production models, complex tasks

Small r (0.3-0.7):

  • Less selective throughout training
  • ✅ Accepts more weak learners
  • ✅ Faster initial progress
  • ❌ May accept noisy features early
  • ✅ Use for: Quick prototyping, exploratory work

The dynamic threshold:

Rearranging the acceptance criterion:

Required R² > [1 - r - (1-r)/(L+1)] / [ν(2-ν)]

This creates an adaptive selection criterion that evolves during training.

Think of it like:

  • High r: “Be very careful early on (we have lots of iterations left), but allow refinements later”
  • Low r: “Accept good-enough features throughout training”

Hyperparameter 5: col_sample (Feature Sampling)

Default: 1.0 (no sampling)
Typical range: 0.3-1.0
Sweet spot: 0.5-0.7 for high-dimensional data

What it controls: What fraction of features to consider at each iteration

Intuition: Like Random Forests, BCN can use only a random subset of features at each iteration. This reduces overfitting, adds diversity, and speeds up computation.

# Use all features (no sampling)
fit_full <- bcn(x, y, col_sample = 1.0)

# Use 50% of features at each iteration
fit_sampled <- bcn(x, y, col_sample = 0.5)

How it works: At iteration L, randomly sample col_sample × d features and optimize only over those:

w_L ∈ R^d_reduced    (instead of R^d)

Different features are sampled at each iteration, creating diversity like Random Forests but for neural network features.

Trade-offs:

col_sample = 1.0 (no sampling):

  • ✅ Can use all information
  • ✅ Potentially better accuracy
  • ❌ Slower training (larger optimization)
  • ❌ Higher overfitting risk
  • ✅ Use for: Small datasets (N < 1000), few features (d < 50)

col_sample = 0.3-0.7:

  • ✅ Faster training (smaller optimization)
  • ✅ Regularization effect (like Random Forests)
  • ✅ More diverse weak learners
  • ❌ May miss important feature combinations
  • ✅ Use for: Large datasets, many features (d > 100)

Interaction with B: Column sampling as implicit regularization means you may need more iterations:


Hyperparameter 6: activation (Activation Function)

Default: “tanh”
Options: “tanh”, “sigmoid”

What it controls: The non-linearity in each weak learner

Intuition: This determines the shape of transformations each neural network can create.

Characteristics:

tanh (hyperbolic tangent):

tanh(z) = (e^z - e^(-z)) / (e^z + e^(-z))
  • Range: [-1, 1]
  • Symmetric around 0
  • Gradient: 1 - tanh²(z)
  • Good for: Most tasks, especially when features are centered
  • Recommended default

sigmoid:

sigmoid(z) = 1 / (1 + e^(-z))
  • Range: [0, 1]
  • Asymmetric
  • Gradient: sigmoid(z) · (1 - sigmoid(z))
  • Good for: When outputs are probabilities or rates

Why bounded activations?

BCN requires bounded activations for theoretical guarantees and stability of the ξ criterion. Unbounded activations like ReLU are not recommended because:

  1. Theoretical issues: The ξ optimization assumes bounded activation outputs
  2. Stability: Unbounded outputs can destabilize the ensemble
  3. While ReLU could theoretically work with very tight weight constraints (small λ), tanh/sigmoid provide stronger guarantees

Rule of thumb: Use tanh as default. It’s more balanced, bounded and zero-centered.


Hyperparameter 7: tol (Early Stopping Tolerance)

Default: 0 (no early stopping)
Typical range: 1e-7 to 1e-3
Recommended: 1e-7 for most tasks

What it controls: When to stop training before reaching B iterations

Intuition: If the model stops improving (residual norm isn’t decreasing much), stop early to avoid overfitting and save computation.

How it works (corrected): BCN tracks the relative improvement in residual norm and stops if progress is too slow:

if (relative_decrease_in_residuals < tol):
    stop training

Important clarification: Early stopping is based on improvement rate, not absolute residual magnitude. This means BCN can stop even when residuals are still large (on a hard problem) if adding more weak learners doesn’t help.

Trade-offs:

tol = 0 (no early stopping):

  • Always trains for exactly B iterations
  • May overfit if B is too large
  • ✅ Use for: Quick experiments with small B

tol = 1e-7 to 1e-5:

  • Stops when improvement becomes negligible
  • Prevents overfitting
  • Can save significant computation
  • ✅ Use for: Production models with large B

Practical tip: Set B large (e.g., 500-1000) and tol small (e.g., 1e-7) to let the algorithm decide when to stop. The actual number of iterations used will be stored in fit$maxL.


Hyperparameter 8: type_optim (Optimization Method)

Gradient-based.

Default: “nlminb”
Options: “nlminb”, “adam”, “sgd”, “nmkb”, “hjkb”, “randomsearch”

What it controls: How to solve the optimization problem at each iteration

Intuition: Finding the best weights w_L is a non-convex optimization problem. Different solvers have different trade-offs.

Available optimizers:

nlminb (default):

  • Uses gradient and Hessian approximations
  • ✅ Robust
  • ✅ Well-tested in R
  • ✅ Works well in most cases
  • ⚠️ Medium speed
  • ✅ Use for: General purpose, production

adam / sgd:

  • Gradient-based optimizers from deep learning
  • ✅ Fast, especially for high-dimensional problems
  • ✅ Good for large d (many features)
  • ⚠️ May need tuning (learning rate, iterations)
  • ✅ Use for: d > 100, speed-critical applications

nmkb / hjkb:

  • Derivative-free Nelder-Mead / Hooke-Jeeves
  • ✅ Very robust (no gradient needed)
  • ❌ Slow
  • ✅ Use when: Other optimizers fail or diverge

randomsearch:

  • Random sampling + local search
  • ✅ Can escape local minima
  • ❌ Slower
  • ✅ Use when: Problem is very non-convex

Rule of thumb:

  • Start with "nlminb"
  • If training is slow and d > 100, try "adam"
  • Can pass additional arguments via ... (e.g., max iterations, tolerance)

Important insight: Because BCN uses an ensemble, local optima are OK! Even if we don’t find the globally optimal w_L, the next iteration can compensate. This is why BCN is robust despite non-convex optimization at each step.


Hyperparameter 9: hidden_layer_bias (Include Bias Term)

Default: TRUE
Options: TRUE, FALSE

What it controls: Whether neural networks have a bias/intercept term

Intuition: Without bias, h_L = activation(w^T x). With bias, h_L = activation(w^T x + b).

Trade-offs:

hidden_layer_bias = FALSE:

  • Simpler optimization (one less parameter per iteration)
  • Faster training
  • Assumes data is centered
  • ✅ Use when: Features are already centered, want pure multiplicative effects

hidden_layer_bias = TRUE:

  • More expressive (can handle shifts)
  • Can handle non-centered data better
  • One additional parameter to optimize per iteration
  • Recommended default - safer choice

Typical choice: Use TRUE unless you have a specific reason not to (e.g., theoretical interest in purely multiplicative models).


Hyperparameter 10: n_clusters (Optional Clustering Features)

Default: NULL (no clustering)
Typical range: 2-10

What it controls: Whether to add cluster membership features

Intuition: BCN can automatically perform k-means clustering on your inputs and add cluster memberships as additional features. This can help capture local patterns.

When to use:

  • ✅ Data has natural groupings or modes
  • ✅ Local patterns differ across regions of feature space
  • ❌ Not needed for most standard regression/classification

Note: This is an advanced feature - start without it and add only if needed.


Putting It All Together: Hyperparameter Recipes

Recipe 1: Fast Prototyping (Small Dataset, N < 1000)

fit <- bcn(
  x = X_train, 
  y = y_train,
  B = 50,              # Few iterations for speed
  nu = 0.5,            # Moderate learning rate
  col_sample = 1.0,    # Use all features (dataset is small)
  lam = 10^0.5,        # ~3.16, moderate regularization
  r = 0.9,             # Adaptive threshold
  tol = 1e-5,          # Early stopping
  activation = "tanh",
  type_optim = "nlminb",
  hidden_layer_bias = TRUE
)

Why these choices:

  • Small B for speed
  • High nu for faster convergence
  • No column sampling (dataset is small)
  • Standard other parameters

Expected performance: Quick baseline in minutes


Recipe 2: Production Model (Medium Dataset, N ~ 10,000)

fit <- bcn(
  x = X_train,
  y = y_train,
  B = 200,             # Enough iterations with early stopping
  nu = 0.3,            # Conservative for stability
  col_sample = 0.6,    # Some regularization
  lam = 10^0.8,        # ~6.31, allow some complexity
  r = 0.95,            # Very selective early on
  tol = 1e-7,          # Train until converged
  activation = "tanh",
  type_optim = "nlminb",
  hidden_layer_bias = TRUE
)

Why these choices:

  • Moderate B with early stopping safety
  • Conservative nu for stability
  • Column sampling for regularization
  • High r for careful feature selection

Expected performance: Robust model, may train 100-150 iterations before stopping


Recipe 3: Complex Task (Large Dataset, High-Dimensional)

fit <- bcn(
  x = X_train,
  y = y_train,
  B = 500,             # Many iterations (will stop early if needed)
  nu = 0.4,            # Balanced
  col_sample = 0.5,    # Strong regularization for high d
  lam = 10^1.0,        # 10, higher complexity allowed
  r = 0.95,            # Adaptive
  tol = 1e-7,          # Early stopping safety
  activation = "tanh",
  type_optim = "adam",  # Fast optimizer for high d
  hidden_layer_bias = TRUE
)

Why these choices:

  • Large B to capture complexity
  • Column sampling crucial for high dimensions (d > 100)
  • Adam optimizer for speed with many features
  • High r to prevent early overfitting

Expected performance: May use 200-400 iterations, handles d > 500 well


Recipe 4: Multivariate Time Series / Multi-Output

fit <- bcn(
  x = X_train,
  y = Y_train,         # Matrix with multiple outputs (e.g., N x m)
  B = 300,
  nu = 0.5,            # Can be higher for shared structure
  col_sample = 0.7,
  lam = 10^0.7,
  r = 0.95,            # Critical: enforces shared structure
  tol = 1e-7,
  activation = "tanh",
  type_optim = "nlminb"
)

Why these choices:

  • High r is critical: In multivariate mode, BCN computes ξ_k for each output k and requires min_k(ξ_k) ≥ 0 for acceptance. This ensures each weak learner contributes meaningfully across all time series/outputs, creating shared representations.
  • Higher nu because shared structure is more stable
  • Standard B with early stopping

Note on multivariate: BCN handles multiple outputs naturally through one-hot encoding (classification) or matrix targets (regression). The min(ξ) criterion prevents sacrificing one output to improve another.

Expected performance: Strong on related time series or multi-task learning


Understanding Hyperparameter Interactions

Interaction 1: nu × B ≈ Constant

Trade-off: Small nu needs large B

# Approximately equivalent final predictions:
fit1 <- bcn(B = 100, nu = 0.5)
fit2 <- bcn(B = 200, nu = 0.25)

Why: Smaller steps need more iterations to reach similar places.

Rule: For similar model complexity, nu × B ≈ constant (approximately).

In practice:

  • Production (stability priority): nu = 0.3, B = 300
  • Prototyping (speed priority): nu = 0.5, B = 100

Interaction 2: lamr (Complexity Control)

Both control complexity:

  • lam: How complex each weak learner can be
  • r: How selective we are about accepting weak learners
# More regularization
fit_reg <- bcn(lam = 1.0, r = 0.95)   # Simple features, selective

# Less regularization  
fit_complex <- bcn(lam = 10.0, r = 0.7)  # Complex features, permissive

Balance principle: If you allow complex features (high lam), be selective (high r) to avoid noise.

Typical combinations:

  • High quality: lam = 10, r = 0.95 → Complex but carefully selected features
  • Moderate: lam = 5, r = 0.90 → Balanced
  • Fast/loose: lam = 3, r = 0.80 → Simple features, permissive

Interaction 3: col_sampleB (Coverage)

Column sampling as implicit regularization:

# Fewer features per iteration → need more iterations for coverage
fit1 <- bcn(col_sample = 1.0, B = 100)
fit2 <- bcn(col_sample = 0.5, B = 200)

Rough guideline:

B_needed ≈ B_baseline / col_sample

In practice:

  • col_sample = 1.0 → B = 100-200
  • col_sample = 0.5 → B = 200-400
  • col_sample = 0.3 → B = 300-500

The Mathematical Connection: How Hyperparameters Appear in ξ

The core optimization criterion ties everything together:

ξ_L = ν(2-ν) · β²_L - [1 - r - (1-r)/(L+1)] · ||residuals||²
      └─┬──┘   └┬─┘   └──────────┬──────────┘
       nu    optimized over        r
             w ∈ [-lam, lam]

Reading the formula:

  1. Find w_L (constrained by lam) that maximizes β²_L
    • β_L is the OLS coefficient: β_L = (h_L^T · residuals) /   h_L   ²
  2. Scale by ν(2-ν) (controlled by nu)
  3. Subtract penalty (controlled by r)
  4. Accept only if ξ ≥ 0 for all outputs
  5. Repeat for B iterations (or until tol reached)
  6. At each step, sample col_sample fraction of features

This unified view shows how all hyperparameters work together to control the greedy feature selection process.


Practical Tips for Hyperparameter Tuning

Start Simple, Add Complexity

  1. Begin with defaults:
    fit <- bcn(x, y, B = 100, nu = 0.3, lam = 10^0.7, r = 0.9)
    
  2. If underfitting (train error too high):
    • ↑ Increase B (more capacity)
    • ↑ Increase lam (allow more complex features)
    • ↑ Increase nu (use features more aggressively)
    • ↓ Decrease r (be less selective)
  3. If overfitting (train « test error):
    • ↓ Decrease nu (smaller, more careful steps)
    • ↓ Decrease lam (simpler features)
    • Add column sampling (col_sample = 0.5-0.7)
    • ↑ Increase r (be more selective)
    • Use early stopping (tol = 1e-7)

Use Cross-Validation Wisely

Most important to tune: B, nu, lam

Moderately important: r, col_sample

Usually fixed: hidden_layer_bias = TRUE, type_optim = "nlminb", activation = "tanh"

Example CV strategy:

library(caret)

# Grid search on log-scale for lam
grid <- expand.grid(
  B = c(100, 200, 500),
  nu = c(0.1, 0.3, 0.5),
  lam = 10^seq(0, 1.5, by = 0.5)  # 1, 3.16, 10, 31.6
)

# Use caret, mlr3, or tidymodels for CV

Monitor Training

# Enable verbose output
fit <- bcn(x, y, verbose = 1, show_progress = TRUE)

Watch for:

  • How fast   residuals   _F decreases (convergence rate)
  • Whether ξ stays positive (quality of weak learners)
  • If training stops early and at what iteration (capacity needs)

Diagnostic patterns:

  • Residuals plateau early → Increase B or lam
  • ξ often negative → Decrease r or increase lam
  • Training very slow → Try adam optimizer or increase col_sample

Quick Reference: Hyperparameter Cheat Sheet

Hyperparameter Low Value Effect High Value Effect Typical Range Default
B Simple, fast, may underfit Complex, slow, may overfit 50-1000 100
nu Stable, slow convergence Fast, potentially unstable 0.1-0.8 0.1
lam Linear-ish, simple features Nonlinear, complex features 1-100 0.1
r Permissive, accepts more Selective, high quality 0.3-0.99 0.3
col_sample No regularization Strong regularization 0.3-1.0 1.0
tol No early stop Aggressive early stop 0-1e-3 0
activation tanh (symmetric) sigmoid (asymmetric) - tanh
type_optim nlminb (robust) adam (fast) - nlminb
hidden_layer_bias Simpler, through origin More flexible - TRUE

When NOT to Use BCN

While BCN is versatile, it’s not always the best choice:

Ultra-high-dimensional sparse data (d > 10,000)

  • Tree-based boosting (XGBoost/LightGBM) may be faster
  • Column sampling helps, but trees handle sparsity natively

Very large datasets (N > 1,000,000)

  • Training time scales roughly O(B × N × d)
  • Consider subsampling or streaming methods

Deep sequential/temporal structure

  • BCN is static (no recurrence)
  • Use RNNs/Transformers for complex time dependencies

Image/text/audio from scratch

  • Convolutional/attention architectures more suitable
  • BCN works on extracted features (embeddings, tabular)

BCN shines at:

  • Tabular data (100s to 10,000s of rows)
  • Multivariate prediction (shared structure across outputs)
  • Needing both accuracy AND interpretability
  • Time series with extracted features
  • When XGBoost works but you want gradient-based explanations

Debugging BCN Training

Symptom Likely Cause Fix
ξ frequently negative early r too high or lam too low Decrease r to 0.8 or increase lam to 5-10
Residuals plateau quickly nu too small or B too low Increase nu to 0.4-0.5 or B to 300+
Training very slow col_sample=1 on wide data Set col_sample=0.5 and try type_optim=”adam”
High train accuracy, poor test Overfitting Decrease nu, increase r, add col_sample < 1
Poor train accuracy Underfitting Increase B, increase lam, try different activation
Optimizer not converging Bad initialization or scaling Check feature scaling, try different type_optim

Interpretability Example

One of BCN’s unique advantages is gradient-based interpretability.

What makes this special:

  • ✅ Exact analytic gradients (no approximation)
  • ✅ Same O(B × m × d) cost as prediction
  • ✅ Shows direction of influence (positive/negative)
  • ✅ Works for both regression and classification
  • ✅ Much faster than SHAP on tree ensembles

Conclusion: The Philosophy of BCN

BCN’s hyperparameters reveal its design philosophy:

1. Iterative Refinement (via B)
Build the model piece by piece, adding one well-chosen feature at a time.

2. Conservative Steps (via nu)
Don’t trust any single feature too much - combine many weak learners.

3. Bounded Complexity (via lam)
Keep individual weak learners simple to ensure stability and interpretability.

4. Adaptive Selection (via r)
Start picky (prevent early mistakes), become permissive (allow refinement).

5. Randomization (via col_sample)
Like Random Forests, diversity through randomness helps generalization.

6. Early Stopping (via tol)
Know when to stop - more iterations aren’t always better.

7. Explicit Optimization for Interpretability
Unlike methods that require post-hoc explanations, BCN is designed with interpretability in mind through its additive structure and differentiable components.

Together, these create a model that’s:

  • Expressive (neural network features capture non-linearity)
  • Interpretable (additive structure + gradients)
  • Robust (ensemble of bounded weak learners)
  • Efficient (sparse structure, early stopping, column sampling)

Next Steps

To learn more:

To contribute: BCN is open source! Contributions welcome for:

  • New activation functions
  • Additional optimization methods
  • Interpretability visualizations
  • Benchmark studies and applications

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