model minor update

edwinnglabs · Nov 17, 2023 · 4dbafab · 4dbafab
1 parent 94e7c6a
commit 4dbafab
Show file tree

Hide file tree

Showing 3 changed files with 14 additions and 7 deletions.
diff --git a/docs/examples/attribution.ipynb b/docs/examples/attribution.ipynb
diff --git a/karpiu/model_shell.py b/karpiu/model_shell.py
@@ -122,12 +122,20 @@ def __init__(
         # base comp related
         df_zero = self.df.copy()
         df_zero.loc[:, self.target_regressors] = 0.0
-        zero_pred_df = model.predict(df=df_zero, decompose=True)
+        zero_pred_df = model.predict(df=df_zero)
+        full_pred_df = model.predict(df=df)
+        resid =  - full_pred_df
 
-        # prediction when all target regressors are set to zero
+        # we also need to include the residual terms during the training period
+        # prevent over-under bias in the fitting obs realization
 
+        # prediction when all target regressors are set to zero
         # (n_calc_steps, )
-        self.base_comp_calc = zero_pred_df.loc[self.calc_mask, "prediction"].values
+        self.base_comp_calc = (
+            zero_pred_df.loc[self.calc_mask, "prediction"].values +
+            (df[self.calc_mask, model.response_col].values - 
+            full_pred_df[self.calc_mask, "prediction"].values)
+        )
         # (n_result_steps, )
         self.base_comp_result = zero_pred_df.loc[self.result_mask, "prediction"].values
         # (n_input_steps, )

diff --git a/karpiu/models.py b/karpiu/models.py
@@ -609,8 +609,7 @@ def predict(
         # _5 and _95 probably won't exist with median prediction for current version
         pred_tr_col = [
             x
-            for x in ["prediction_5", "prediction", "prediction_95"]
-            if x in pred.columns
+            for x in ["prediction_5", "prediction", "prediction_95"] if x in pred.columns
         ]
         pred[pred_tr_col] = pred[pred_tr_col].apply(np.exp)