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model explainability #750

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alitirmizi23 opened this issue Apr 24, 2023 · 3 comments
Open

model explainability #750

alitirmizi23 opened this issue Apr 24, 2023 · 3 comments
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enhancement New feature or request question Further information is requested

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@alitirmizi23
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I was checking out one of the utilities for model explanations. I see two functions (grad_cam and feat_attribution). Is this attribution in any way related to SHAP? I don't see that it is. Would a SHAP-like implementation be helpful here in terms of local explanability for multivariate time series input data towards predictions? I can try to look into it and add a feature
@vrodriguezf
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Back in the day there was a SHAP wrapper for fastai models (https://github.com/nestordemeure/fastshap), but as far as I know, there's nothing like that today.

@oguiza oguiza added question Further information is requested answered? labels May 4, 2023
@oguiza oguiza added enhancement New feature or request and removed answered? labels Sep 3, 2023
@oguiza
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oguiza commented Sep 3, 2023

Hi @alitirmizi23,
I'm sorry @alitirmizi23, but I misinterpreted your description.
Yes, it'd be good to investigate if a SHAP-like functionality could be added to tsai. Please, let me know if you are still interested and if you need any help.

@lisu579
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lisu579 commented Oct 9, 2023

Hi @alitirmizi23, I'm sorry @alitirmizi23, but I misinterpreted your description. Yes, it'd be good to investigate if a SHAP-like functionality could be added to tsai. Please, let me know if you are still interested and if you need any help.

Hi! I have some questions: ①I want to know if we can use permutation methods to calculate feature importance of each variable in evey step? ②Or we can use SHAP method in tsai to derive the local variation of feature importance with each feature? ③Moreover, I'm trying to figure out that if the window_len in 'applying_sliding_window' is the length of one window. For example, I have 100 samples, if window_len is set with 30. Then it means there's 30 samples in one window, or I split 100 samples into 30 windows?

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@vrodriguezf @oguiza @alitirmizi23 @lisu579