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leaf-adjacent models for explainability #33

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bcjaeger opened this issue Nov 16, 2023 · 0 comments
Open

leaf-adjacent models for explainability #33

bcjaeger opened this issue Nov 16, 2023 · 0 comments
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enhancement New feature or request

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@bcjaeger
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bcjaeger commented Nov 16, 2023

this is an idea to make oblique RFs more explainable for a single prediction:

  1. pull out the regression coefficients from the node directly above the given obervation's predicted leaf node of each tree
  2. aggregate them
  3. use the aggregate regression coefficients as a starting value in a regression model fitted to the training set
  4. (optional) weight the training set by nearest neighbors of the observation

We would assess the validity of this by measuring correlation between the forest's predictions and the model's predictions. It would necessitate fitting 1 model per prediction, so not computationally great.

@bcjaeger bcjaeger added the enhancement New feature or request label Jan 5, 2024
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