FIGS Tree Growth

[jamespinkerton]

Hi. I'm aware of a few applications where the FIGS algorithm is an effective way to grow trees.

The algorithm is described in this paper: https://arxiv.org/abs/2201.11931.

I know that the algorithm has a larger computational complexity than gbdt (by a factor of number of splits), but it's quite good at growing small trees when the underlying structure is additive.

How hard would this be to implement?

Thanks!