-
Notifications
You must be signed in to change notification settings - Fork 34
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Linear gaussian explainer #372
Draft
martinju
wants to merge
41
commits into
master
Choose a base branch
from
linear_gaussian_explainer
base: master
Could not load branches
Branch not found: {{ refName }}
Loading
Could not load tags
Nothing to show
Loading
Are you sure you want to change the base?
Some commits from the old base branch may be removed from the timeline,
and old review comments may become outdated.
Draft
+1,474
−62
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
no antitetic sampling yet
+ more scripting
then need to find the weighting per row in S, to then make it more efficient
Will simplify it all creating a function which computes Udiffs for a list of perms (perm_dt) instead of pre-computing stuff and extracting them.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Adds two user-functions:
explain_lingauss
andexplain_lingauss_precomputed()
.These allows fast computation of Shapley values for purely linear models (i.e. no interactions, quadratic terms etc) under the assumption of a Gaussian distribution for the features.
TODO