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Re: Interpretation of Shapley values in Dataiku
As you say, for classifications, the Shapley values are computed on the log odd scale. Therefore, the sum of the Shapley values should be equal to the difference between the log-odd of predicted prob…1 · -
Re: Interpretation of Shapley values in Dataiku
Quick follow-up: for passenger 258, the difference comes from the fact that probabilities are clipped when lower than 0.01 or higher 0.99 before the neperian logit is computed.2 · -
Re: Interpretation of Shapley values in Dataiku
I see 2 possibilities: - The mean is computed on a subset of the test dataset (if simple split is selected) or of the training dataset (if K-fold evaluation is). It is different from the mean compute…1 · -
Re: Question regarding ordinary least squares
OLS works only if there are no redundant features (no multicollinearity). In this example, there seem to be one issue with gender. As there should not be any N/A for gender, try to use "drop row…1 ·