FEAT: Add feature contributions as attribute and tutorial on how to use #448
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This reverts commit 51927f5.
jmoralez
requested changes
Aug 19, 2024
cchallu
reviewed
Aug 19, 2024
jmoralez
requested changes
Aug 19, 2024
jmoralez
requested changes
Aug 19, 2024
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Thanks! Please add a test with num_partitions on the cell where the test for the contributions is. It can be something like the following: # this part already exists
fcst_hist_df = nixtla_client.forecast(df=df_date_features, h=h, X_df=future_df, add_history=True, feature_contributions=True)
shap_values_hist = nixtla_client.feature_contributions.copy() # <- add the copy here
assert len(shap_values_hist) == len(fcst_hist_df)
np.testing.assert_allclose(fcst_hist_df["TimeGPT"].values, shap_values_hist.iloc[:, 3:].sum(axis=1).values)
# the following is new
# test num partitions
_ = nixtla_client.forecast(df=df_date_features, h=h, X_df=future_df, add_history=True, feature_contributions=True, num_partitions=2)
pd.testing.assert_frame_equal(nixtla_client.feature_contributions, shap_values_hist)Also please add this on the forecast method: self.__dict__.pop('feature_contributions', None)Just below the one for |
Experiment ResultsExperiment 1: air-passengersDescription:
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Experiment 2: air-passengersDescription:
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Experiment 3: electricity-multiple-seriesDescription:
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Experiment 4: electricity-multiple-seriesDescription:
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Experiment 5: electricity-multiple-seriesDescription:
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jmoralez
approved these changes
Aug 26, 2024
Experiment ResultsExperiment 1: air-passengersDescription:
Results:
Plot:
Experiment 2: air-passengersDescription:
Results:
Plot:
Experiment 3: electricity-multiple-seriesDescription:
Results:
Plot:
Experiment 4: electricity-multiple-seriesDescription:
Results:
Plot:
Experiment 5: electricity-multiple-seriesDescription:
Results:
Plot:
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Experiment ResultsExperiment 1: air-passengersDescription:
Results:
Plot:
Experiment 2: air-passengersDescription:
Results:
Plot:
Experiment 3: electricity-multiple-seriesDescription:
Results:
Plot:
Experiment 4: electricity-multiple-seriesDescription:
Results:
Plot:
Experiment 5: electricity-multiple-seriesDescription:
Results:
Plot:
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Experiment ResultsExperiment 1: air-passengersDescription:
Results:
Plot:
Experiment 2: air-passengersDescription:
Results:
Plot:
Experiment 3: electricity-multiple-seriesDescription:
Results:
Plot:
Experiment 4: electricity-multiple-seriesDescription:
Results:
Plot:
Experiment 5: electricity-multiple-seriesDescription:
Results:
Plot:
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Experiment ResultsExperiment 1: air-passengersDescription:
Results:
Plot:
Experiment 2: air-passengersDescription:
Results:
Plot:
Experiment 3: electricity-multiple-seriesDescription:
Results:
Plot:
Experiment 4: electricity-multiple-seriesDescription:
Results:
Plot:
Experiment 5: electricity-multiple-seriesDescription:
Results:
Plot:
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Adds the attribute
feature_contributionsto the client when exogenous features are used.Tutorial on how to access feature contributions and use
shapto make different plots.