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BUG: generate valid EBMModel when merging #578

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@DerWeh DerWeh commented Oct 19, 2024

This PR is meant to fix #576. Upon merging, we average numerical parameters.
I would add a warning to the documentation, that we do not guarantee that EBMs produced by merge_ebms can be fitted. You often allow for so many different types of arguments, that hardly can catch every edge case meaningfully.

@paulbkoch please take a look at _initialize_ebm. Is this how you imagine handling the parameters? I would appreciate some early feedback. If this is in general what you have in mind, I'll try cleaning up the code some more. But it's quite messy, as your API is so flexible.

TODO

  • Cover special cases monotonize and exclude
  • Document limitations of parameter inference

DerWeh and others added 7 commits October 19, 2024 20:25
Signed-off-by: DerWeh <andreas.weh@web.de>
Signed-off-by: DerWeh <andreas.weh@web.de>
Signed-off-by: DerWeh <andreas.weh@web.de>
Signed-off-by: DerWeh <andreas.weh@web.de>
Signed-off-by: DerWeh <andreas.weh@web.de>
Signed-off-by: DerWeh <andreas.weh@web.de>
Signed-off-by: DerWeh <andreas.weh@web.de>
@DerWeh DerWeh marked this pull request as draft October 19, 2024 18:35
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codecov bot commented Oct 19, 2024

Codecov Report

Attention: Patch coverage is 58.77193% with 47 lines in your changes missing coverage. Please review.

Project coverage is 75.69%. Comparing base (9fc4eb5) to head (d22f52b).
Report is 17 commits behind head on develop.

Files with missing lines Patch % Lines
...erpret-core/interpret/glassbox/_ebm/_merge_ebms.py 58.77% 47 Missing ⚠️
Additional details and impacted files
@@           Coverage Diff            @@
##           develop     #578   +/-   ##
========================================
  Coverage    75.68%   75.69%           
========================================
  Files           72       72           
  Lines         9078     9102   +24     
========================================
+ Hits          6871     6890   +19     
- Misses        2207     2212    +5     
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@paulbkoch
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Yes, @DerWeh, this approach looks great. Let me know when you feel it's ready to be merged.

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merge_ebm produces broken classifiers
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