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Ekeany / Boruta-Shap

A Tree based feature selection tool which combines both the Boruta feature selection algorithm with shapley values.
MIT License
559 stars 86 forks source link

Update BorutaShap.py to add sample weight support #60

Closed kmedved closed 3 years ago

kmedved commented 3 years ago

This adds sample weights, per the discussion here: https://github.com/Ekeany/Boruta-Shap/issues/37

I have done testing and the code runs with or without sample weights for me, and I think should be working overall, but there may be nuances to BorutaShap I am missing. The changes are pretty self-explanatory, but happy to explain any specific issues.