Why only linear models?

[ezztahoun]

Did you experiment with non-linear models? If so what are the notes?

If not, why? What would be an approach to get recourse on more complex models (DNN) ?

[naveenmarthala]

yeah, if not DNNs, adding support for tree based models like RandomForest, Bagging, AdaBoot, XGBoost, LightGBM would be helpful too.