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[ML] Add num_top_feature_importance_values param to regression and classi… #50914

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dimitris-athanasiou
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…fication analyses

Adds a new parameter to regression and classification that enables computation
of importance for the top most important features. The computation of the importance
is based on SHAP (SHapley Additive exPlanations) method.

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Pinging @elastic/ml-core (:ml)

@dimitris-athanasiou dimitris-athanasiou force-pushed the add-top-feature-importance-values-param branch from bf1c8a8 to d6c473f Compare January 13, 2020 14:43
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@szabosteve szabosteve left a comment

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LGTM from a docs perspective!
Thanks for the effort!

@benwtrent benwtrent self-requested a review January 13, 2020 15:02
…fication analyses

Adds a new parameter to regression and classification that enables computation
of importance for the top most important features. The computation of the importance
is based on SHAP (SHapley Additive exPlanations) method.
@dimitris-athanasiou dimitris-athanasiou force-pushed the add-top-feature-importance-values-param branch from d7619b9 to 1f255b1 Compare January 14, 2020 12:18
@dimitris-athanasiou dimitris-athanasiou changed the title [ML] Add top_feature_importance_values param to regression and classi… [ML] Add num_top_feature_importance_values param to regression and classi… Jan 14, 2020
@dimitris-athanasiou dimitris-athanasiou merged commit 4d2be9b into elastic:master Jan 14, 2020
@dimitris-athanasiou dimitris-athanasiou deleted the add-top-feature-importance-values-param branch January 14, 2020 13:01
dimitris-athanasiou added a commit to dimitris-athanasiou/elasticsearch that referenced this pull request Jan 14, 2020
dimitris-athanasiou added a commit that referenced this pull request Jan 14, 2020
dimitris-athanasiou added a commit to dimitris-athanasiou/elasticsearch that referenced this pull request Jan 14, 2020
…nd classi… (elastic#50914)

Adds a new parameter to regression and classification that enables computation
of importance for the top most important features. The computation of the importance
is based on SHAP (SHapley Additive exPlanations) method.

Backport of elastic#50914
dimitris-athanasiou added a commit that referenced this pull request Jan 14, 2020
…nd classi… (#50914) (#50976)

Adds a new parameter to regression and classification that enables computation
of importance for the top most important features. The computation of the importance
is based on SHAP (SHapley Additive exPlanations) method.

Backport of #50914
dimitris-athanasiou added a commit to dimitris-athanasiou/elasticsearch that referenced this pull request Jan 14, 2020
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@przemekwitek przemekwitek left a comment

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LGTM

SivagurunathanV pushed a commit to SivagurunathanV/elasticsearch that referenced this pull request Jan 23, 2020
…assi… (elastic#50914)

Adds a new parameter to regression and classification that enables computation
of importance for the top most important features. The computation of the importance
is based on SHAP (SHapley Additive exPlanations) method.
SivagurunathanV pushed a commit to SivagurunathanV/elasticsearch that referenced this pull request Jan 23, 2020
SivagurunathanV pushed a commit to SivagurunathanV/elasticsearch that referenced this pull request Jan 23, 2020
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6 participants