Rulefit: implement measures of influence of individual predictors (both rule based, linear) and of input variable in general (influence over all predictors where the variable is present) - Githubissues

h2oai / h2o-3

H2O is an Open Source, Distributed, Fast & Scalable Machine Learning Platform: Deep Learning, Gradient Boosting (GBM) & XGBoost, Random Forest, Generalized Linear Modeling (GLM with Elastic Net), K-Means, PCA, Generalized Additive Models (GAM), RuleFit, Support Vector Machine (SVM), Stacked Ensembles, Automatic Machine Learning (AutoML), etc.

http://h2o.ai

Apache License 2.0

6.91k stars 2k forks source link

Rulefit: implement measures of influence of individual predictors (both rule based, linear) and of input variable in general (influence over all predictors where the variable is present) #6551

Open exalate-issue-sync[bot] opened 1 year ago

exalate-issue-sync[bot] commented 1 year ago

Implement global and local measures of importance for individual (linear or rule based) predictors based on part 6 - “Rule based interpretation” of [https://jerryfriedman.su.domains/ftp/RuleFit.pdf|https://jerryfriedman.su.domains/ftp/RuleFit.pdf]
Implement global and local measures of importance for input variable (influence over all predictors where the variable is present) based on part 7 - Input variable importance of [https://jerryfriedman.su.domains/ftp/RuleFit.pdf|https://jerryfriedman.su.domains/ftp/RuleFit.pdf]

local = can be calculated over selected subregions of space,

global = calculated over the whole space

Some work was already sketched in [https://github.com/h2oai/h2o-3/pull/5928|https://github.com/h2oai/h2o-3/pull/5928|smart-link]

h2o-ops commented 1 year ago

JIRA Issue Details

Jira Issue: PUBDEV-8723 Assignee: New H2O Bugs Reporter: Zuzana Olajcová State: Open Fix Version: N/A Attachments: N/A Development PRs: N/A