mikeizbicki / 2023spring-FinTechPracticum

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Week 2/27 #6

Open agallagher23 opened 1 year ago

agallagher23 commented 1 year ago

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everettbu commented 1 year ago

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xybljy0122 commented 1 year ago

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xybljy0122 commented 1 year ago

Notes: 4 graphs presented in the slides are post hoc analysis, can be applied to all model (interpretable AND blackbox), post hoc are approximations Interpretable model can also be explained by inherited predictability. We can manually calculate the exact value.

Suggestions on specific graphs: use PiML to plot main effect of the explainable model compare with post hoc analysis(pdp ice etc), and see how much information are missing

good candidate for blackbox model: look at accuracy results(?), model diagnostics