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ShapRFECV extend support for regression and multiclass #169

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Matgrb opened this issue Nov 4, 2021 · 3 comments
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ShapRFECV extend support for regression and multiclass #169

Matgrb opened this issue Nov 4, 2021 · 3 comments
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@ReinierKoops
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enhancement New feature or request

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@Matgrb
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Matgrb commented Nov 4, 2021

Problem Description
Currently ShapRFECV supports only binary classification. It most probably works fine for other types of models.

Desired Outcome

  1. The ShapRFECV and the EarlyStoppingShapRFECV fully support multiclass and regression models.
  2. Code includes unit tests for multiclass and regression models.
  3. Docs of the feature are updated to include support
  4. Warnings are not shown for ShapRFECV and the EarlyStoppingShapRFECV during validating y labels in case they are not binary
@Matgrb Matgrb added the enhancement New feature or request label Nov 4, 2021
@Matgrb Matgrb mentioned this issue Nov 4, 2021
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@lproth
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lproth commented Nov 10, 2021

I've implemented this for a project I'm working on. It works for LightGBM multi-class classification and regression. I haven't tested it on other models but I don't expect there would be any issues. I will make a pull request if you want to review it?

@Matgrb
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Matgrb commented Nov 11, 2021

That would be great!

One request, if you make unit tests for lightgbm please add the following decorator to make sure that these tests are not executed on mac OS, since we currently have a problem with it.

@pytest.mark.skipif(os.environ.get("SKIP_LIGHTGBM") == "true", reason="LightGBM tests disabled")

@lproth lproth mentioned this issue Nov 24, 2021
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ReinierKoops pushed a commit that referenced this issue Dec 5, 2023
@lproth @lprothwell
Multi class shap rfecv (#174)
a5088ef 
#169 support added for multi-class classification. Next to that unit test added, a bug fixed and spurious code in tests removed.

---------

Co-authored-by: Luke Rothwell <[email protected]>
Co-authored-by: Reinier Koops <[email protected]>
@ReinierKoops ReinierKoops self-assigned this Mar 17, 2024
@ReinierKoops ReinierKoops mentioned this issue Mar 20, 2024
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@ReinierKoops
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fixed in #248

ReinierKoops pushed a commit that referenced this issue Apr 11, 2024
@dependabot
Explicit support for Regression, performed major refactoring of tests…
ab672d4 
…, removed unused code and updated notebooks to work (again). (#248)

This PR depends on the PR to be accepted:
#242

______

The PR fixes the following:

- Removed unused code and so partially fixed:
#245
- Updates all notebooks so they are all working:
#246
- Add explicit support for regressors and multiclass: :
#241 & :
#169
- Updated the yaml files for github actions. Now we have a weekly
cronjob (instead of daily) to test the notebooks.
- Enable tests which were previously failing or only enabled in certain
circumstances (much has changed the last 3 years with regards of
adoption of the Mac ARM architecture support)
- Removed most (if not all except one on purpose) of the copyright
notice in code.

---------

Signed-off-by: dependabot[bot] <[email protected]>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
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@ReinierKoops @Matgrb @lproth