Is it possible to add a feature like linear_tree in lightGBM?

#1

In lightGBM, we can train a boosting model whose terminal leaves are piecewise linear models rather than constants by setting linear_tree as TRUE. Is it possible to add this feature to xgboost, too?

Thank you.

#2

It is possible, but we currently do not have a concrete plan or roadmap to do so. Feel free to create a new GitHub issue and tag it as “feature request.”