holisticai.explainability.metrics#
Global Feature Importance
Alpha Score calculates the smallest proportion of features that account for the alpha percentage of the overall feature importance. |
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Calculate the fluctuation ratio for features based on partial dependencies. |
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Calculates the spread divergence metric based on the inverse of the Jensen-Shannon distance (square root of the Jensen-Shannon divergence), for a given feature importance. |
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Compute the rank alignment metric between conditional feature importance and ranked feature importance. |
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The spread ratio, ranging from 0 to 1, measures the degree of evenness or concentration in the distribution of feature importance values. |
Local Feature Importance
Determine the stability of feature importance. |
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Calculate the rank consistency of local feature importances through all the instances. |
Tree Based Metrics
Compute the variance of the depths of the leaves in the tree (TDV). |
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Weighted Average Depth calculates the average depth of a tree considering the number of samples that pass through each cut. |
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Weighted Average Explainability Score calculates the average depth of a tree considering the number of samples that pass through each cut. |
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Compute the weighted Gini index for the tree (WGNI). |
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Calculates the number of rules in a decision tree surrogate model. |
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Calculates the number of features used in a decision tree surrogate model. |
Surrogate Based Metrics
Calculate the stability of features used in a surrogate model. |
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Calculate the surrogate fidelity for classification tasks. |
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Calculate the surrogate fidelity for regression models. |
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Calculate the difference between the mean squared error of the original model and the surrogate model. |
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Calculate the difference between the mean squared error of the original model and the surrogate model. |