reg_forecast_setup

Set up exogenous regressors for explanation in a forecast model.

internal

Complex machine learning models are often hard to interpret. However, in
many situations it is crucial to understand and explain why a model made a specific
prediction. Shapley values is the only method for such prediction explanation framework
with a solid theoretical foundation. Previously known methods for estimating the Shapley
values do, however, assume feature independence. This package implements methods which accounts for any feature
dependence, and thereby produces more accurate estimates of the true Shapley values.
An accompanying 'Python' wrapper ('shaprpy') is available through the GitHub repository.

Martin Jullum

shapr

Prediction Explanation with Dependence-Aware Shapley Values

Lars Henry Berge Olsen

Annabelle Redelmeier

Jon Lachmann

Nikolai Sellereite

Anders Løland

Jens Christian Wahl

Camilla Lingjærde

Norsk Regnesentral 

reg_forecast_setup function

<dl><dt>x</dt>
<dd>A matrix with the exogenous variables.</dd>
<dt>horizon</dt>
<dd>Numeric.
The forecast horizon to explain. Passed to the <code>predict_model</code> function.</dd>
<dt>group</dt>
<dd>The list of endogenous groups, to append exogenous groups to.</dd></dl>

Arguments

Set up exogenous regressors for explanation in a forecast model. — reg_forecast_setup

<dl>

<dt>x</dt>
<dd>A matrix with the exogenous variables.</dd>


<dt>horizon</dt>
<dd>Numeric.
The forecast horizon to explain. Passed to the <code>predict_model</code> function.</dd>


<dt>group</dt>
<dd>The list of endogenous groups, to append exogenous groups to.</dd>

</dl>

Set up exogenous regressors for explanation in a forecast model.

reg_forecast_setup: Set up exogenous regressors for explanation in a forecast model.

Description

Usage

Value

Arguments