interpretml / interpret

Fit interpretable models. Explain blackbox machine learning.
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[DP-EBM] Question regarding range R and sensitivity #523

Open Jogima-cyber opened 1 month ago

Jogima-cyber commented 1 month ago

Hello, It appears that the range $R$ is defined to be $\max_i y_i - \min_i y_i$ in the code:

However with this definition of $R$ it seems to me that the sensitivity $\sum{b \in S{\ell}} \sum_{x_i \in \hat{H}_k (b)} y_i$ isn't $R$. Instead, it appears to be $\max\left(\max_i|y_i|, \max_i y_i - \min_i y_i\right)$. When writing the sensitivity in the case when the two samples that are different are in two different splits, one of each being $S_l$:

Capture d’écran 2024-03-24 à 12 59 37

In this case, by taking $\max_i y_i=10000$ and $\min_i y_i=9000$ we would have $R=1000$ but the sensitivity goes up to $10000$.