Feature Request: Accumulated Local Effect Plots

bgreenwell / pdp

A general framework for constructing partial dependence (i.e., marginal effect) plots from various types machine learning models in R.

http://bgreenwell.github.io/pdp

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Feature Request: Accumulated Local Effect Plots #95

Closed DeFilippis closed 5 years ago

DeFilippis commented 5 years ago

I think it might be nice for the pdp package to have have an option to generate accumulated local effect plots (ALE) plots. See Apley (2007): https://arxiv.org/pdf/1612.08468.pdf. Many of my predictors are correlated with one another, so I'm weary on how much weight to give to PDPs.

As far as I know, ALE plots are implemented in the iml library, the ALEplot library and DALEX. I much prefer the syntax of your pdp library, however, and conceptually they're fairly easy to understand.

bgreenwell commented 5 years ago

Hi @DeFilippis sorry for the delayed response. Unfortunately, ALE plots are beyond the scope of pdp, which is only meant to produce PDPs and their byproduct ICE/c-ICE curves. If you are concerned with high correlation, then the squash() function trick to producing marginal effect plots with pdp can be useful.

DeFilippis commented 5 years ago

No worries! Thanks.