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Adding support for most learning tasks to PFI #1832

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rogancarr commented Dec 5, 2018

This PR adds support to Permutation Feature Importance for Multiclass Classification, Ranking, and Clustering.

Fixes #1771

@rogancarr rogancarr requested review from shmoradims and TomFinley Dec 5, 2018

@Ivanidzo4ka Ivanidzo4ka self-requested a review Dec 7, 2018

@rogancarr rogancarr requested review from glebuk and removed request for TomFinley and Ivanidzo4ka Dec 7, 2018

Cleaning up in response to PR comments: Changed throws to asserts, an…
…d put array delta calculations into a helper function.
IPredictionTransformer<IPredictor> model,
IDataView data,
string label = DefaultColumnNames.Label,
string features = DefaultColumnNames.Features,

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wschin Dec 10, 2018


It needs to be a list per its description. Also, FFM is a case one can have multiple feature columns.

public void TestPfiMulticlassClassificationOnDenseFeatures()
var data = GetDenseDataset(TaskType.MulticlassClassification);
var model = ML.MulticlassClassification.Trainers.LogisticRegression().Fit(data);

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wschin Dec 10, 2018


Could you add a test using FFM with multiple feature columns?

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