Validation of regression & classifiers and data used to develop them
Project description
Probatus
Overview
Probatus is a python package that helps validate regression & (multiclass) classification models and the data used to develop them. Main features:
- probatus.interpret provides shap-based model interpretation tools
- probatus.sample_similarity to compare two datasets using resemblance modelling, f.e.
trainwith out-of-timetest. - probatus.feature_elimination.ShapRFECV provides cross-validated Recursive Feature Elimination using shap feature importance.
Installation
pip install probatus
Documentation
Documentation at ing-bank.github.io/probatus/.
You can also check out blog posts about Probatus:
- Open-sourcing ShapRFECV — Improved feature selection powered by SHAP.
- Model Explainability — How to choose the right tool?
Contributing
To learn more about making a contribution to Probatus, please see CONTRIBUTING.md.
Release history Release notifications | RSS feed
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