Update TargetLeakageDataCheck to use Woodwork's dependence_dict#3728
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bchen1116
commented
Sep 28, 2022
| pct_corr_threshold (float): The correlation threshold to be considered leakage. Defaults to 0.95. | ||
| method (string): The method to determine correlation. Use 'mutual' for mutual information, otherwise 'pearson' for Pearson correlation. Defaults to 'mutual'. | ||
| method (string): The method to determine correlation. Use 'max' for the maximum correlation, or for specific correlation metrics, use their name (ie 'mutual_info' for mutual information, 'pearson' for Pearson correlation, etc). | ||
| Defaults to 'mutual_info'. |
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Default to mutual_info for now as we fix a bug in WW. Will change to max once the bug is fixed and new release is out
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Should we consider this a breaking change, since mutual is no longer accepted as an input to this Data Check?
bchen1116
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bchen1116
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Sep 28, 2022
| Pearson correlation returns a value in [-1, 1], while mutual information returns a value in [0, 1]. | ||
| If `method='mutual_info'`, this data check uses mutual information and supports all target and feature types. | ||
| Other correlation metrics only support binary with numeric and boolean dtypes, and return a value in [-1, 1], while mutual information returns a value in [0, 1]. | ||
| Correlation metrics available can be found in Woodwork's `dependence_dict method <https://woodwork.alteryx.com/en/stable/generated/woodwork.table_accessor.WoodworkTableAccessor.dependence_dict.html#woodwork.table_accessor.WoodworkTableAccessor.dependence_dict>`_. |
bchen1116
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ParthivNaresh
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Awesome work! Just left a few comments
| pct_corr_threshold (float): The correlation threshold to be considered leakage. Defaults to 0.95. | ||
| method (string): The method to determine correlation. Use 'mutual' for mutual information, otherwise 'pearson' for Pearson correlation. Defaults to 'mutual'. | ||
| method (string): The method to determine correlation. Use 'max' for the maximum correlation, or for specific correlation metrics, use their name (ie 'mutual_info' for mutual information, 'pearson' for Pearson correlation, etc). | ||
| Defaults to 'mutual_info'. |
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Should we consider this a breaking change, since mutual is no longer accepted as an input to this Data Check?
jeremyliweishih
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Oct 3, 2022
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LGTM - just some docstring and error raising nits
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