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API: replace SHAP vector decomposition with SHAP vector projection (#244
) * 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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