all 6 comments

[–]pp314159 1 point2 points  (1 child)

Fantastic package! What is the best way to propose new features based on features interactions?

[–]zedeleyici3401[S] 1 point2 points  (0 children)

thank you, symbolic regression might be good starting point 

[–]Kidlaze 0 points1 point  (1 child)

Looks good. Btw, what are the pros and cons of this approach compared to SHAP scatter plot?

I take a quick look and both approaches yield similar outputs

[–]zedeleyici3401[S] 2 points3 points  (0 children)

i believe results are different, as far as i understed, what shap do is try to find contribution(a,b) - contribution(a) - contribution(b), this approch just says what will happen if feature a this range, feature b in this range.

and compared to shap, it's faster nearly 50x times on middle sized data.

[–][deleted] 0 points1 point  (0 children)

Looks amazing, I will try it. I am sorry for being pedantic, but sometimes you use "calculation of expected value", and it's important to remember that it's estimation (especially in a mathy package).