Any plan for model explanation functionality?

[zhiruiwang]

Read the paper and tried this package, had to say it is marvelous! I will not hesitate to use it in my real-life work, but wonder if there is plan to add support for model explanation tool such as feature importance plot, SHAP plot or tree visualizer. It would be crucial to present the model explanation to business stakeholders.
Thanks for this fantastic masterpiece!

[avati]

Hi @zhiruiwang, ngboost is still in very early stage of development. We are working on several features and speedup changes. It is very likely that something like feature importance might be added down the line. We also welcome contributions :-)

[zhiruiwang]

@avati I have made a pull request #27 of feature importance plot for tree learner using similar API as sklearn. I will also make a pull request to add in SHAP support for NGBoost.

[zhiruiwang]

SHAP support added to the same pull request #27

[alejandroschuler]

#57
#58