><pre><span></span>Random Forest selected parameters : {&#39;max_depth&#39;: 7, &#39;max_features&#39;: 0.55}
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<p>The ROC and Precision-Recall curves illustrate the performance of Random
Forests in this classification task.
Suppose now that we add an interpretability contraint to this setting:
Typically, we want to express our model in terms of logical rules detecting
defaults. A random forest could be expressed in term of weighted sum of
rules, but 1) such a large weighted sum, is hardly