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API: replace SHAP vector decomposition with SHAP vector projection (#244
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* add 'legacy' parameter to LearnerInspector
* replace SHAP vector decomposition with SHAP vector projection
* add inspector attribute 'orthogonalize'
* allow switching from/to legacy global explanations for experimentation
* allow switching from/to orthogonalization for experimentation
* cluster/order affinity matrices based on symmetrical, relative affinity
* pass feature importance to class AffinityMatrices, not the SHAP variance
* avoid NaN results for zero-variance SHAP vectors
* use relative (not absolute) feature importance to get absolute affinity
* test inspectors for legacy and non-legacy algorithms

Co-authored-by: mgelsm <grisard.malo@bcg.com>
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j-ittner and mgelsm authored Feb 24, 2021
1 parent 5d0fa95 commit 21dc2e0
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