Feature names for LinearRegressor fitted_params

[venuur]

Currently, the fitted parameters (coefficient and intercept) for LinearRegressor does not include feature names, which makes mapping coefficients back to their input columns complicated when combined with transformations such as OneHotEncoder. E.g.

julia> fps = fitted_params(selected_model)

julia> fps.machines
3-element Array{Any,1}:
 NodalMachine{UnivariateStandardizer} @ 5…02
 NodalMachine{LinearRegressor} @ 6…58
 NodalMachine{OneHotEncoder} @ 8…55

julia> fps.fitted_params_given_machine[fps.machines[2]]
(coefs = [XXX],
 intercept = XXX,)

I think this would be a useful diagnostic feature to have something like

julia> fps.fitted_params_given_machine[fps.machines[2]]
(coefs = [XXX],
 intercept = XXX,
 names = [XXX])

[aviatesk]

Hi, I'm also interested in this. If we have:

using MLJ, MLJLinearModels

data = DataFrame(A = rand(10000), B = categorical(rand((1:5),10000)))
label = categorical(rand((1,2,3), 10000))
lr = @pipeline LogRegPipe(
    encode = OneHotEncoder(),
    lr = MultinomialClassifier()
) prediction_type = :probabilistic
m = machine(lr, data, label)
MLJ.fit!(m)

ms, params = fitted_params(m)
coefs = params[ms[1]][1] # 6 x 3 array

is my understanding correct that then coefs would be like ?

7×3 Array{Float64,2}:
  0.00883906   0.0285588   -0.0373979  # <- intercept
  0.0259289   -0.0593046    0.0333757  # <- A
 -0.047085    -0.0247367    0.0718217  # <- B__1
  0.019338     0.0152594   -0.0345974  # <- B__2
  0.0185169    0.0486821   -0.0671989  # <- B__3
 -0.0152293    0.0186303   -0.00340103 # <- B__4
  0.00146942  -0.00146942  -0.00845713 # <- B__5

If you could tell me this, I think I can work on this to upstream into this package.

/cc @tlienart @ablaom

[tlienart]

the last row = intercept, so shift everything up once and put intercept on the last row and that's correct.

PS: I'm aware there are things missing in MLJLinearModels it's more a matter of finding the time to do it...

[aviatesk]

thanks for the quick reply, okay.

it's more a matter of finding the time to do it...

hehe, I see. Do you want to implement this by yourself ? otherwise I may try to submit a PR about this if I have time next week.

[tlienart]

a PR would be fantastic even a draft, I'll make sure to react quickly for the review etc.