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zO8~Hr;q_0n)xAjIA+($TFav=@i=+{W*5~j4`eroZXdW*+cJrGor+lfzV84}dl0q4} l{TJ`xU%piRyMn#Ik|d;>y>_$1b)+UJk|(4klEuzn`yU|7OA7!1 diff --git a/_sources/notebooks/5-interpretability.ipynb b/_sources/notebooks/5-interpretability.ipynb index 5ad92c5..f6ddf9a 100644 --- a/_sources/notebooks/5-interpretability.ipynb +++ b/_sources/notebooks/5-interpretability.ipynb @@ -270,9 +270,10 @@ "from sklearn.inspection import PartialDependenceDisplay, partial_dependence\n", "from matplotlib import pyplot as plt\n", "\n", + "\n", "pd_results = partial_dependence(model, X_train.sample(20), num_features)\n", "print(pd_results.keys())\n", - "print(f\"Example Values: {pd_results['values'][0]}, Average: {pd_results['average'][0].mean(axis=0)}\")" + "print(f\"Example Values: {pd_results['values'][0]}, Average: {pd_results['average'][0][0].mean(axis=0)}\")" ] }, { @@ -467,7 +468,7 @@ }, { "cell_type": "code", - "execution_count": 10, + "execution_count": null, "metadata": { "execution": { "iopub.execute_input": "2022-12-13T01:42:23.343022Z", @@ -490,14 +491,22 @@ } ], "source": [ - "pd.Series(rf.named_steps[\"classifier\"].feature_importances_, index=num_features+['F', 'M']).plot.bar()\n", + "pd.Series(rf.named_steps[\"classifier\"].feature_importances_, index=num_features+['Female', 'Male']).plot.bar()\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": {}, - "source": [] + "source": [ + "The tree-based feature importance shows the importances as the \"random forest sees them\", which means we get the `Sex` feature split into male and female from the OneHotEncoding. This also means that this categorical features is correlated strongly.\n", + "\n", + "We can clearly see that the `Culmen length` is the most important feature in determining which penguin we're facing. `Culmen depth` seems to be slightly less important than `Flipper length`. `Sex` seems to be entirely unimportant.\n", + "\n", + "Now we can use the more sophisticated permutation importance. \n", + "\n", + "Luckily, scikit-learn implements this feature for us and we can just import it:" + ] }, { "cell_type": "code", @@ -527,13 +536,19 @@ "from sklearn.inspection import permutation_importance\n", "\n", "result = permutation_importance(\n", - " rf, X_test, y_test, n_repeats=10, random_state=42\n", + " rf, X_train, y_train, n_repeats=10, random_state=42\n", ")\n", "\n", - "pd.Series(result.importances_mean, index=features).plot.bar()\n", + "fi_rf_train = pd.Series(result.importances_mean, index=features)\n", + "fi_rf_train.plot.bar()\n", "plt.show()" ] }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [] + }, { "cell_type": "code", "execution_count": 12, @@ -560,13 +575,26 @@ ], "source": [ "result = permutation_importance(\n", - " model, X_test, y_test, n_repeats=10, random_state=42\n", + " model, X_train, y_train, n_repeats=10, random_state=42\n", ")\n", "\n", - "pd.Series(result.importances_mean, index=features).plot.bar()\n", + "fi_svm_train = pd.Series(result.importances_mean, index=features)\n", + "fi_svm_train.plot.bar()\n", "plt.show()" ] }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "fi_rf_test = pd.Series(permutation_importance(rf, X_test, y_test, n_repeats=10, random_state=42), index=features)\n", + "fi_svm_test = pd.Series(permutation_importance(model, X_test, y_test, n_repeats=10, random_state=42), index=features)\n", + "\n", + "pd.DataFrame({\"RF Train\": fi_rf_train, \"SVM Train\": fi_svm_train, \"RF Test\": fi_rf_test, \"SVM Test\": fi_svm_test}).plot.bar()" + ] + }, { "cell_type": "markdown", "metadata": {}, diff --git a/notebooks/0-basic-data-prep-and-model.html b/notebooks/0-basic-data-prep-and-model.html index b69f323..18419ef 100644 --- a/notebooks/0-basic-data-prep-and-model.html +++ b/notebooks/0-basic-data-prep-and-model.html @@ -984,38 +984,38 @@

Machine Learning -
0.9900990099009901
+
0.9801980198019802
 
diff --git a/notebooks/1-model-evaluation.html b/notebooks/1-model-evaluation.html index c31df0f..51e0307 100644 --- a/notebooks/1-model-evaluation.html +++ b/notebooks/1-model-evaluation.html @@ -1146,8 +1146,8 @@

1.3.5. Choosing the appropriate Evaluati

-
{'fit_time': array([0.00581956, 0.00523829, 0.00519466, 0.00517082, 0.00550675]),
- 'score_time': array([0.00410533, 0.00397706, 0.00397515, 0.00400424, 0.00418091]),
+
{'fit_time': array([0.00599885, 0.00516748, 0.00515461, 0.00513673, 0.00516844]),
+ 'score_time': array([0.00435352, 0.00395489, 0.00400567, 0.00393963, 0.00396037]),
  'test_MCC': array([0.37796447, 0.27863911, 0.40824829, 0.02424643, 0.08625819]),
  'test_ACC': array([0.73333333, 0.7       , 0.76666667, 0.66666667, 0.62068966])}
 
diff --git a/notebooks/5-interpretability.html b/notebooks/5-interpretability.html index 7c5f853..88a293e 100644 --- a/notebooks/5-interpretability.html +++ b/notebooks/5-interpretability.html @@ -604,69 +604,19 @@

5.3.1. Partial Dependence for Machine Le
from sklearn.inspection import PartialDependenceDisplay, partial_dependence
 from matplotlib import pyplot as plt
 
+
 pd_results = partial_dependence(model, X_train.sample(20), num_features)
 print(pd_results.keys())
-print(f"Example Values: {pd_results['values'][0]}, Average: {pd_results['average'][0].mean(axis=0)}")
+print(f"Example Values: {pd_results['values'][0]}, Average: {pd_results['average'][0][0].mean(axis=0)}")
 

dict_keys(['grid_values', 'values', 'average'])
-Example Values: [36.2 37.  37.3 37.7 38.8 40.8 41.1 42.1 42.3 43.2 43.5 45.6 46.2 46.7
- 46.8 49.1 50.  50.5 50.7 51.5], Average: [[0.90177069 0.78671704 0.70469108 0.56801047 0.56387708 0.55967227
-  0.55107687 0.52167929 0.37392551 0.33493436 0.29741053 0.29468135
-  0.29041098 0.28760599 0.28612207 0.26249271]
- [0.95854922 0.84406229 0.78728123 0.67601119 0.64692182 0.6176926
-  0.60894839 0.60450488 0.45647307 0.34221175 0.30205558 0.29872462
-  0.29333685 0.28960929 0.28738673 0.28743635]
- [1.01551367 0.92684212 0.87024088 0.75932672 0.73040366 0.72631957
-  0.64263557 0.63808699 0.53973778 0.40017748 0.30797264 0.30409229
-  0.29746883 0.29261721 0.28948639 0.28796838]
- [1.21543358 1.15454241 1.04923128 0.99011567 0.98671552 0.98310429
-  0.87532583 0.87120056 0.64807017 0.60751218 0.33510354 0.33014945
-  0.3205865  0.31189322 0.30470411 0.29497534]
- [1.24402018 1.18345138 1.07825509 0.99439123 0.99110542 0.98762567
-  0.90504265 0.87597612 0.65319315 0.63762267 0.33948467 0.3343985
-  0.32463604 0.31556777 0.30788518 0.29670303]
- [1.46518415 1.25675279 1.22731435 1.21935174 1.1913854  1.11326505
-  1.03165386 1.00314301 0.88281229 0.76848444 0.49282031 0.43715282
-  0.35095601 0.34009502 0.33025273 0.31129916]
- [1.54706175 1.33922813 1.31009225 1.22762444 1.22474917 1.22169955
-  1.09012529 1.06164286 0.96704899 0.82799127 0.5776392  0.5217532
-  0.41022477 0.34899575 0.338429   0.31750116]
- [1.56949432 1.56359638 1.56033575 1.47925381 1.40187371 1.34932349
-  1.29368981 1.26557547 1.17175739 1.0084355  0.7110423  0.6549509
-  0.64240401 0.58020699 0.46824794 0.34180036]
- [1.5723779  1.56667319 1.56353138 1.50770101 1.48040632 1.40291521
-  1.32237702 1.29433087 1.17580618 1.03746466 0.74033273 0.70937585
-  0.64687068 0.60948593 0.52245194 0.34540078]
- [1.61327044 1.60801497 1.60519383 1.60013854 1.59820991 1.5961448
-  1.59155638 1.5640031  1.29780848 1.23512441 0.96313622 0.93238057
-  0.8207369  0.70862276 0.64601296 0.44171237]
- [1.61572641 1.61045503 1.60763686 1.60261566 1.60070985 1.59867496
-  1.59417395 1.5916806  1.37600032 1.23848599 0.99154717 0.93578386
-  0.84914562 0.73716793 0.67464783 0.4950705 ]
- [1.73328051 1.65290729 1.64986218 1.64448946 1.64252114 1.6404623
-  1.61105659 1.60869728 1.56992278 1.50949592 1.21442115 1.15868685
-  1.04702336 0.96022004 0.9234437  0.64376455]
- [1.73519938 1.67982643 1.6517578  1.64630121 1.64430186 1.64221505
-  1.63776544 1.61039161 1.57164816 1.51135617 1.21671527 1.21098726
-  1.07432268 0.98753812 0.9507733  0.67126142]
- [1.7637881  1.73347284 1.68035391 1.64975343 1.64768095 1.64552627
-  1.64096246 1.638545   1.57477148 1.5396688  1.22093739 1.21519319
-  1.12855512 1.01680176 0.93005867 0.75092701]
- [1.76995852 1.73979293 1.73663613 1.70588806 1.67869752 1.65139213
-  1.64651792 1.64396753 1.57984487 1.54487162 1.30285845 1.22211976
-  1.18553287 1.14884767 1.03720694 0.88385137]
- [1.77368698 1.74365561 1.74045745 1.7096149  1.70740263 1.68005246
-  1.64995792 1.64728185 1.58272349 1.54769294 1.35665257 1.32599698
-  1.21445766 1.15288791 1.14136026 0.88856036]
- [1.77647515 1.77170323 1.74349877 1.71253491 1.71028273 1.70790049
-  1.67772755 1.64993363 1.58485951 1.54968728 1.43434804 1.40375491
-  1.2673429  1.20591059 1.14452556 0.8923069 ]
- [1.79945725 1.77243788 1.76985703 1.7392254  1.73695508 1.70949457
-  1.70407438 1.70116209 1.58464611 1.5485844  1.4341855  1.42907144
-  1.41867805 1.38335043 1.32327375 1.05009869]]
+Example Values: [37.3 37.5 37.9 39.5 39.7 40.6 43.3 43.5 43.6 46.1 46.8 47.5 48.5 49.1
+ 49.2 49.6 50.  52.2], Average: [2.20487658 2.21552307 2.21479696 2.21303952 2.21025845 2.20845457
+ 2.14753287 2.08356405 1.77933171 1.71805918 1.71004992 1.69310813
+ 1.68442829 1.67569758 1.64047913 1.59938741]
 
@@ -756,45 +706,67 @@

5.3.1.1. Feature importances with Tree i

These will always be slightly different, due to the training process of Random Forests on randomly selected subsets of the data.

-
pd.Series(rf.named_steps["classifier"].feature_importances_, index=num_features+['F', 'M']).plot.bar()
+
pd.Series(rf.named_steps["classifier"].feature_importances_, index=num_features+['Female', 'Male']).plot.bar()
 plt.show()
 
-../_images/5dd4146ebf31fbe53c566ab5a091ff1d1f709d050d2aefc911ebec8a74b404e3.png +../_images/4d9c80cb801cc13c75abdec0fa51a2aed2125b4909a8b506c8ed2136a2bc13d2.png
+

The tree-based feature importance shows the importances as the “random forest sees them”, which means we get the Sex feature split into male and female from the OneHotEncoding. This also means that this categorical features is correlated strongly.

+

We can clearly see that the Culmen length is the most important feature in determining which penguin we’re facing. Culmen depth seems to be slightly less important than Flipper length. Sex seems to be entirely unimportant.

+

Now we can use the more sophisticated permutation importance.

+

Luckily, scikit-learn implements this feature for us and we can just import it:

from sklearn.inspection import permutation_importance
 
 result = permutation_importance(
-    rf, X_test, y_test, n_repeats=10, random_state=42
+    rf, X_train, y_train, n_repeats=10, random_state=42
 )
 
-pd.Series(result.importances_mean, index=features).plot.bar()
+fi_rf_train = pd.Series(result.importances_mean, index=features)
+fi_rf_train.plot.bar()
 plt.show()
 
-../_images/986d3355a04a331a4f82450cdb3d395e2e4c3f0e6bc69ce6ee11d573526c9fb5.png +../_images/ef0beddf67764f8f44cb60e7f2657fa94da63b2d1a7297eabf6c38fd95e9053e.png
result = permutation_importance(
-    model, X_test, y_test, n_repeats=10, random_state=42
+    model, X_train, y_train, n_repeats=10, random_state=42
 )
 
-pd.Series(result.importances_mean, index=features).plot.bar()
+fi_svm_train = pd.Series(result.importances_mean, index=features)
+fi_svm_train.plot.bar()
 plt.show()
 
-../_images/f408cd7c3d2fd283ba309ea8c13579567d53f9d44ec71b781d036709a32b4587.png +../_images/ef2b25a1ae4803b6969da817341409d2fc81bfe6ca226484623cf1e93a5284bf.png +
+
+
+
+
fi_rf_test = pd.Series(permutation_importance(rf, X_test, y_test, n_repeats=10, random_state=42), index=features)
+fi_svm_test = pd.Series(permutation_importance(model, X_test, y_test, n_repeats=10, random_state=42), index=features)
+
+pd.DataFrame({"RF Train": fi_rf_train, "SVM Train": fi_svm_train, "RF Test": fi_rf_test, "SVM Test": fi_svm_test}).plot.bar()
+
+
+
+
+
<Axes: >
+
+
+../_images/16f87ceed29993be6fd6d67e6d8c467b5c2efb5382dcf3f246cc29c208139e6e.png
@@ -814,7 +786,7 @@

5.3.2. Shap Inspection -
<shap.explainers._tree.TreeExplainer at 0x7f7772b66eb0>
+
<shap.explainers._tree.TreeExplainer at 0x7fcd589362b0>
 
@@ -845,7 +817,7 @@

5.3.2. Shap Inspection
- @@ -868,7 +840,7 @@

5.3.2. Shap Inspection
- @@ -933,7 +905,7 @@

5.3.3. Model Inspection -
tensor([[0.4504, 0.6628]], grad_fn=<SigmoidBackward0>)
+
tensor([[0.3782, 0.5659]], grad_fn=<SigmoidBackward0>)
 
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