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[7.x][ML] Add num_top_feature_importance_values param to regression a… #50976

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dimitris-athanasiou
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…nd classi… (#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 #50914

…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
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Pinging @elastic/ml-core (:ml)

@dimitris-athanasiou dimitris-athanasiou merged commit 1d8cb3c into elastic:7.x Jan 14, 2020
@dimitris-athanasiou dimitris-athanasiou deleted the add-top-feature-importance-values-param-7x branch January 14, 2020 14:46
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2 participants