giuseppec / iml

iml: interpretable machine learning R package
https://giuseppec.github.io/iml/
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Question about calculation of H-statistic (j vs. k) #205

Open panli-tju opened 1 year ago

panli-tju commented 1 year ago

As said in book ,"we need 2n2 calls to the machine learning models predict function to compute the two-way H-statistic (j vs. k) and 3n2 for the total H-statistic (j vs. all)", i am curious why is different?

Illustrated by the formula, we should calculate the PD of Xi and Xj, PD of Xi, and PD of Xj, which each need n predictions. So ,for each instance we need 3n, and then 3n*n for all instances.