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@CloseChoice CloseChoice commented Dec 2, 2024

Overview

Closes #3912

Description of the changes proposed in this pull request:
We clip the probabilities before passing them into a logit. This can be interpreted as doubting that the model is so sure that it really assigns the probabilities 0 and 1 to single observations and fixes the calculation of shap values using the kernelexplainer.

Checklist

  • All pre-commit checks pass.
  • Unit tests added (if fixing a bug or adding a new feature)

@CloseChoice CloseChoice marked this pull request as ready for review December 5, 2024 20:54
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@connortann connortann left a comment

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Approved, with two minor suggestions

@connortann connortann added the enhancement Indicates new feature requests label Dec 11, 2024
@CloseChoice CloseChoice merged commit 01c479d into master Dec 11, 2024
15 of 16 checks passed
@CloseChoice CloseChoice deleted the clip-logits-kernelexplainer branch December 11, 2024 14:33
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BUG: SHAP values contain NaN with link="logit"

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