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franzbischoff committed Aug 13, 2023
1 parent 4437e7a commit 4887954
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7 changes: 5 additions & 2 deletions analysis/regime_optimize.Rmd
Original file line number Diff line number Diff line change
Expand Up @@ -232,7 +232,7 @@ check_importance <- function(model, train_data, test_data, features, type = c("f
type = "ratio",
pred_wrapper = function(object, newdata) {
pred <- predict(object, newdata)
pred$.pred
pred[1, ]
},
nsim = nsim,
metric = "rmse",
Expand Down Expand Up @@ -856,10 +856,12 @@ importance_shap2_plot <- importance_shap2 +
plot.margin = margin(0, 0, 0, 10)
)
all <- (importance_firm_plot / importance_firm2_plot + plot_layout(tag_level = "new")) |
(importance_perm_plot / importance_perm2_plot + plot_layout(tag_level = "new")) |
(importance_perm_plot / importance_firm2_plot + plot_layout(tag_level = "new")) |
(importance_shap_plot / importance_shap2_plot + plot_layout(tag_level = "new")) +
plot_layout(guides = "collect")
all + plot_annotation(
title = "Variable importances",
tag_levels = c("A", "1"),
Expand All @@ -876,6 +878,7 @@ Fig. \@ref(fig:importanceshap) and \@ref(fig:importanceshap2) show the effect of
```{r importanceshap, message=FALSE, fig.height = 6, fig.width= 10, out.width="100%", cache=FALSE}
#| fig.cap="This shows the effect each variable has on FLOSS score. This plot doesn't take into account the
#| variable interactions."

t1 <- autoplot(shap_fastshap_all_test,
type = "dependence",
X = testing_data, feature = predictors_names[2], alpha = 0.2
Expand Down
1,014 changes: 983 additions & 31 deletions analysis/report.Rmd

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18 changes: 9 additions & 9 deletions docs/figure/regime_filter.svg
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90 changes: 45 additions & 45 deletions docs/figure/regime_optimize.Rmd/global-1.svg
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