How to get p values from Regression when the local model is fit for explanation

marcotcr / lime

Lime: Explaining the predictions of any machine learning classifier

BSD 2-Clause "Simplified" License

11.59k stars 1.81k forks source link

How to get p values from Regression when the local model is fit for explanation #523

Closed dsvrsec closed 4 years ago

dsvrsec commented 4 years ago

Is there any way to get p values from Regression when the local model is fit for explanation

marcotcr commented 4 years ago

Not with the default parameters. The parameter model_regressor allows you to pass in an arbitrary sklearn regressor to be used, I guess you could use one that computes p-values.