alibi.explainers.pd_variance

Constants

DEFAULT_DATA_PD

DEFAULT_DATA_PD: dict = {'feature_deciles': None, 'pd_values': None, 'ice_values': None, 'feature_val...

DEFAULT_DATA_PDVARIANCE

DEFAULT_DATA_PDVARIANCE: dict = {'feature_deciles': None, 'pd_values': None, 'feature_values': None, 'feature...

DEFAULT_META_PDVARIANCE

DEFAULT_META_PDVARIANCE: dict = {'name': None, 'type': ['blackbox'], 'explanations': ['global'], 'params': {}...

logger

logger: logging.Logger = <Logger alibi.explainers.pd_variance (WARNING)>

Instances of the Logger class represent a single logging channel. A "logging channel" indicates an area of an application. Exactly how an "area" is defined is up to the application developer. Since an application can have any number of areas, logging channels are identified by a unique string. Application areas can be nested (e.g. an area of "input processing" might include sub-areas "read CSV files", "read XLS files" and "read Gnumeric files"). To cater for this natural nesting, channel names are organized into a namespace hierarchy where levels are separated by periods, much like the Java or Python package namespace. So in the instance given above, channel names might be "input" for the upper level, and "input.csv", "input.xls" and "input.gnu" for the sub-levels. There is no arbitrary limit to the depth of nesting.

Method

Inherits from: str, Enum

Enumeration of supported methods.

PartialDependenceVariance

Inherits from: Explainer, ABC, Base

Implementation of the partial dependence(PD) variance feature importance and feature interaction for tabular datasets. The method measure the importance feature importance as the variance within the PD function. Similar, the potential feature interaction is measured by computing the variance within the two-way PD function by holding one variable constant and letting the other vary. Supports black-box models and the following sklearn tree-based models: GradientBoostingClassifier, GradientBoostingRegressor, HistGradientBoostingClassifier, HistGradientBoostingRegressor, HistGradientBoostingRegressor, DecisionTreeRegressor, RandomForestRegressor.

For details of the method see the original paper: https://arxiv.org/abs/1805.04755 .

Constructor

PartialDependenceVariance(self, predictor: Union[sklearn.base.BaseEstimator, Callable[[numpy.ndarray], numpy.ndarray]], feature_names: Optional[List[str]] = None, categorical_names: Optional[Dict[int, List[str]]] = None, target_names: Optional[List[str]] = None, verbose: bool = False)
Name
Type
Default
Description

predictor

Union[sklearn.base.BaseEstimator, Callable[[.[<class 'numpy.ndarray'>]], numpy.ndarray]]

A sklearn estimator or a prediction function which receives as input a numpy array of size N x F and outputs a numpy array of size N (i.e. (N, )) or N x T, where N is the number of input instances, F is the number of features and T is the number of targets.

feature_names

Optional[List[str]]

None

A list of feature names used for displaying results.E

categorical_names

Optional[Dict[int, List[str]]]

None

Dictionary where keys are feature columns and values are the categories for the feature. Necessary to identify the categorical features in the dataset. An example for categorical_names would be:: category_map = {0: ["married", "divorced"], 3: ["high school diploma", "master's degree"]}

target_names

Optional[List[str]]

None

A list of target/output names used for displaying results.

verbose

bool

False

Whether to print the progress of the explainer.

Methods

explain

explain(X: numpy.ndarray, features: Union[List[int], List[Tuple[int, int]], None] = None, method: Literal[importance, interaction] = 'importance', percentiles: Tuple[float, float] = (0.0, 1.0), grid_resolution: int = 100, grid_points: Optional[Dict[int, Union[List[Any], numpy.ndarray]]] = None) -> alibi.api.interfaces.Explanation
Name
Type
Default
Description

X

numpy.ndarray

A N x F tabular dataset used to calculate partial dependence curves. This is typically the training dataset or a representative sample.

features

Union[List[int], List[Tuple[int, int]], None]

None

A list of features for which to compute the feature importance or a list of feature pairs for which to compute the feature interaction. Some example of features would be: [0, 1, 3], [(0, 1), (0, 3), (1, 3)], where 0,1, and 3 correspond to the columns 0, 1, and 3 in X. If not provided, the feature importance or the feature interaction will be computed for every feature or for every combination of feature pairs, depending on the parameter method.

method

Literal[importance, interaction]

'importance'

Flag to specify whether to compute the feature importance or the feature interaction of the elements provided in features. Supported values: 'importance'

percentiles

Tuple[float, float]

(0.0, 1.0)

Lower and upper percentiles used to limit the feature values to potentially remove outliers from low-density regions. Note that for features with not many data points with large/low values, the PD estimates are less reliable in those extreme regions. The values must be in [0, 1]. Only used with grid_resolution.

grid_resolution

int

100

Number of equidistant points to split the range of each target feature. Only applies if the number of unique values of a target feature in the reference dataset X is greater than the grid_resolution value. For example, consider a case where a feature can take the following values: [0.1, 0.3, 0.35, 0.351, 0.4, 0.41, 0.44, ..., 0.5, 0.54, 0.56, 0.6, 0.65, 0.7, 0.9], and we are not interested in evaluating the marginal effect at every single point as it can become computationally costly (assume hundreds/thousands of points) without providing any additional information for nearby points (e.g., 0.35 and 351). By setting grid_resolution=5, the marginal effect is computed for the values [0.1, 0.3, 0.5, 0.7, 0.9] instead, which is less computationally demanding and can provide similar insights regarding the model's behaviour. Note that the extreme values of the grid can be controlled using the percentiles argument.

grid_points

Optional[Dict[int, Union[List[Any], numpy.ndarray]]]

None

Custom grid points. Must be a dict where the keys are the target features indices and the values are monotonically increasing arrays defining the grid points for a numerical feature, and a subset of categorical feature values for a categorical feature. If the grid_points are not specified, then the grid will be constructed based on the unique target feature values available in the dataset X, or based on the grid_resolution and percentiles (check grid_resolution to see when it applies). For categorical features, the corresponding value in the grid_points can be specified either as array of strings or array of integers corresponding the label encodings. Note that the label encoding must match the ordering of the values provided in the categorical_names.

Returns

  • Type: alibi.api.interfaces.Explanation

Functions

plot_pd_variance

plot_pd_variance(exp: alibi.api.interfaces.Explanation, features: Union[List[int], Literal[all]] = 'all', targets: Union[List[Union[str, int]], Literal[all]] = 'all', summarise: bool = True, n_cols: int = 3, sort: bool = True, top_k: Optional[int] = None, plot_limits: Optional[Tuple[float, float]] = None, ax: Union[matplotlib.axes._axes.Axes, numpy.ndarray, None] = None, sharey: Optional[Literal[all, row]] = 'all', bar_kw: Optional[dict] = None, line_kw: Optional[dict] = None, fig_kw: Optional[dict] = None)

Plot feature importance and feature interaction based on partial dependence curves on matplotlib axes.

Name
Type
Default
Description

exp

alibi.api.interfaces.Explanation

An Explanation object produced by a call to the :py:meth:alibi.explainers.pd_variance.PartialDependenceVariance.explain method.

features

Union[List[int], Literal[all]]

'all'

A list of features entries provided in feature_names argument to the :py:meth:alibi.explainers.pd_variance.PartialDependenceVariance.explain method, or 'all' to plot all the explained features. For example, if feature_names = ['temp', 'hum', 'windspeed'] and we want to plot the values only for the 'temp' and 'windspeed', then we would set features=[0, 2]. Defaults to 'all'.

targets

Union[List[Union[str, int]], Literal[all]]

'all'

A target name/index, or a list of target names/indices, for which to plot the feature importance/interaction, or 'all'. Can be a mix of integers denoting target index or strings denoting entries in exp.meta['params']['target_names']. By default 'all' to plot the importance for all features or to plot all the feature interactions.

summarise

bool

True

Whether to plot only the summary of the feature importance/interaction as a bar plot, or plot comprehensive exposition including partial dependence plots and conditional importance plots.

n_cols

int

3

Number of columns to organize the resulting plot into.

sort

bool

True

Boolean flag whether to sort the values in descending order.

top_k

Optional[int]

None

Number of top k values to be displayed if the sort=True. If not provided, then all values will be displayed.

plot_limits

Optional[Tuple[float, float]]

None

Minimum and maximum y-limits for all the line plots. If None will be automatically inferred.

ax

Union[matplotlib.axes._axes.Axes, numpy.ndarray, None]

None

A matplotlib axes object or a numpy array of matplotlib axes to plot on.

sharey

Optional[Literal[all, row]]

'all'

A parameter specifying whether the y-axis of the PD and ICE curves should be on the same scale for several features. Possible values are: 'all'

bar_kw

Optional[dict]

None

Keyword arguments passed to the matplotlib.pyplot.barh_ function.

line_kw

Optional[dict]

None

Keyword arguments passed to the matplotlib.pyplot.plot_ function.

fig_kw

Optional[dict]

None

Keyword arguments passed to the matplotlib.figure.set_ function. .. _matplotlib.pyplot.barh: https://matplotlib.org/stable/api/_as_gen/matplotlib.pyplot.barh.html .. _matplotlib.pyplot.plot: https://matplotlib.org/stable/api/_as_gen/matplotlib.pyplot.plot.html .. _matplotlib.figure.set: https://matplotlib.org/stable/api/figure_api.html

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