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jphall663 · Jul 21, 2020 · 6b69f46 · 6b69f46
1 parent ed18678
commit 6b69f46
Showing 1 changed file with 4 additions and 1 deletion.
diff --git a/glm_mgbm_gbm.ipynb b/glm_mgbm_gbm.ipynb
@@ -2743,6 +2743,8 @@
     "glm_contrib_frame['Penalized GLM Contribution'] = glm_contrib_frame.iloc[:, 1] * glm_contrib_frame.iloc[:, 1]\n",
     "corr_glm = pd.concat([corr.abs(), glm_contrib_frame.iloc[:, 2]], axis=1, sort=True)\n",
     "corr_glm.columns = ['Absolute ' + name for name in corr_glm.columns]\n",
+    "# another approach is to calculate Shapley values for GLM directly\n",
+    "\n",
     "\n",
     "# plot\n",
     "fig, ax_ = plt.subplots(figsize=(8, 6))\n",
@@ -2981,7 +2983,8 @@
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "#### Calculate local contributions for best GLM at three percentiles of `p_DEFAULT_NEXT_MONTH`"
+    "#### Calculate local contributions for best GLM at three percentiles of `p_DEFAULT_NEXT_MONTH`\n",
+    "(Another option would be to calculate Shapley values for GLM directly.)"
    ]
   },
   {