Write down problem

docs/src/api.md

@@ -13,10 +13,11 @@ StableForestRegressor
 
 ```@docs
 feature_names
+feature_importance
+feature_importances
 directions
 values(::SIRUS.Rule)
 satisfies
 Cutpoints
 cutpoints
-feature_importance
 ```

src/SIRUS.jl

@@ -33,7 +33,7 @@ include("ruleshow.jl")
 include("weights.jl")
 include("dependent.jl")
 include("extract.jl")
-export feature_importance
+export feature_importance, feature_importances
 
 include("mlj.jl")
 const StableForestClassifier = MLJImplementation.StableForestClassifier

src/extract.jl

@@ -18,7 +18,8 @@ end
     )
 
 Estimate the importance of the given `feature_name`.
-The aim is to satisfy the following property:
+The aim is to satisfy the following property, so that the features can be
+ordered by importance:
 
 > Given two features A and B, if A has more effect on the outcome, then
 > feature_importance(model, A) > feature_importance(model, B).
@@ -63,3 +64,31 @@ end
 function feature_importance(models::Vector{<:StableRules}, feature_name::AbstractString)
     return feature_importance(models, string(feature_name)::String)
 end
+
+"""
+    feature_importances(
+        models::Union{StableRules, Vector{StableRules}}
+        feature_names
+    )::Vector{NamedTuple{(:feature_name, :importance), Tuple{String, Float64}}}
+
+Return the feature names and importances, sorted by feature importance in descending order.
+"""
+function feature_importances(
+        models::Union{StableRules, Vector{StableRules}},
+        feature_names::Vector{String}
+    )::Vector{NamedTuple{(:feature_name, :importance), Tuple{String, Float64}}}
+    @assert length(unique(feature_names)) == length(feature_names)
+    importances = map(feature_names) do feature_name
+        importance = feature_importance(models, feature_name)
+        (; feature_name, importance)
+    end
+    alg = Helpers.STABLE_SORT_ALG
+    return sort(importances; alg, by=last, rev=true)
+end
+
+function feature_importances(
+        models::Union{StableRules, Vector{StableRules}},
+        feature_names
+    )::Vector{NamedTuple{(:feature_name, :importance), Tuple{String, Float64}}}
+    return feature_importances(models, string.(feature_names))
+end

src/rules.jl

@@ -359,6 +359,10 @@ function _count_unique(V::AbstractVector{T}) where T
     return counts
 end
 
+# TODO IS THE PROBLEM HERE?
+# MAYBE THE PROBLEM IS THAT ONLY THE UNIQUE RULE CLAUSES SHOULD BE CHECKED
+# NOT THE THEN/OTHERWISE.
+
 """
 Return a vector of unique values in `V` sorted by frequency.
 """
@@ -383,9 +387,9 @@ function _process_rules(
         rules::Vector{Rule},
         max_rules::Int
     )::Vector{Rule}
-    simplified = _simplify_single_rules(rules)
-    sorted = _sort_by_frequency(simplified)
-    filtered = _filter_linearly_dependent(sorted)
+    simplified = _simplify_single_rules(rules)::Vector{Rule}
+    sorted = _sort_by_frequency(simplified)::Vector{Rule}
+    filtered = _filter_linearly_dependent(sorted)::Vector{Rule}
     return first(filtered, max_rules)
 end
 

test/extract.jl

@@ -12,12 +12,22 @@ mach = machine(classifier, X, y)
 fit!(mach)
 
 model = mach.fitresult::StableRules
+# StableRules model with 8 rules:
+#  if X[i, :x3] < 8.0 then 0.084 else 0.03 +
+#  if X[i, :x3] < 14.0 then 0.147 else 0.098 +
+#  if X[i, :x3] < 2.0 then 0.073 else 0.047 +
+#  if X[i, :x3] < 4.0 then 0.079 else 0.048 +
+#  if X[i, :x3] < 1.0 then 0.076 else 0.06 +
+#  if X[i, :x2] < 1959.0 then 0.006 else 0.008 +
+#  if X[i, :x1] < 38.0 then 0.029 else 0.024 +
+#  if X[i, :x1] < 42.0 then 0.052 else 0.043
+# and 2 classes: [0, 1].
+# Note: showing only the probability for class 1 since class 0 has probability 1 - p.
 
 importance = feature_importance(model, "x1")
-# Based on the numbers that are printed in the following lines:
-# if X[i, :x1] < 38.0 then 0.029 else 0.024 +
-# if X[i, :x1] < 42.0 then 0.052 else 0.043
+# Based on the numbers above.
 expected = ((0.029 - 0.024) + (0.052 - 0.043))
 @test importance ≈ expected atol=0.01
 
 @test feature_importance([model, model], "x1") ≈ expected atol=0.01
+@test only(feature_importances(model, ["x1"])).importance ≈ expected atol=0.01