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Add shap support for linear models #69

Merged
merged 8 commits into from
Feb 17, 2021
Merged

Add shap support for linear models #69

merged 8 commits into from
Feb 17, 2021

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anilkumarpanda
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  • Add support for SHAPley value calculation for linear models. The current setup does not support models like `SVC(kernel='rbf') or KNeighborsClassifier or is very slow. I will create a separate issue for adding that.
  • Upgraded shap version to 0.38.1

Matgrb
Matgrb suggested changes Feb 12, 2021
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Overall looks good, I suggested a couple of small adjustments, let me know what do you think about them

docs/tutorials/nb_shap_feature_elimination.ipynb Outdated Show resolved Hide resolved
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tests/feature_elimination/test_feature_elimination.py Show resolved Hide resolved
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@anilkumarpanda
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Resolves #61 as well.

Matgrb
Matgrb approved these changes Feb 17, 2021
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Great work! Thanks for implementing this!

Left a small comment, but apart from that ready to merge.

docs/tutorials/nb_shap_feature_elimination.ipynb Outdated Show resolved Hide resolved
@Matgrb Matgrb merged commit ebbb4ae into ing-bank:main Feb 17, 2021
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@sbjelogr sbjelogr sbjelogr left review comments

@Matgrb Matgrb Matgrb approved these changes

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@anilkumarpanda @sbjelogr @Matgrb