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Adds logit/probit transformation to tree explainer and closes #56 #84

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merged 9 commits into from
Mar 28, 2024

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@mmschlk mmschlk commented Mar 28, 2024

Logit/Probit Transform

Adds the logit/probit transformation to tree explainer. If a classification tree is passed as the model to explain the user can either explain its "raw" output (default for regression trees) or the user can make a choice between probability space (preferred) or logit space. This might be important for some users but can me numerically unclean: Sometimes a probability of $p = 0$ or $p= 1$ gets transformed to -inf and +inf, respectively, in logit space. This creates numerical inconsistencies, which is why logits are clipped to $[-14,14]$. In this case a UserWarning is thrown.

InteractionValues

The InteractionValues object now is an itterable which makes it usable for the standard sum function. With this it is easy to compute the sum of all interaction values stored in InteractionValues.values

@mmschlk mmschlk added this to the Initial Version of SHAPIQ milestone Mar 28, 2024
@mmschlk mmschlk self-assigned this Mar 28, 2024
@mmschlk mmschlk merged commit 6dfc249 into main Mar 28, 2024
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@mmschlk mmschlk deleted the tree-explainer-ouput-spaces branch March 28, 2024 09:58
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