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2022/2/17
Developers Summit 2022
@dropout009
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TVISION INSIGHTS
Twitter: @dropout009
Speaker Deck: dropout009
Blog: https://dropout009.hatenablog.com/
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Deep Learning GBDT Random Forest
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画像認識、⾳声認識、機械翻訳、…
Deep Learning,
Gradient Boosting Decision Tree,
Random Forest, ...
pytorch,
LightGBM,
scikit-learn, ...
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LM
GBDT
RF
DL
GLM
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LM
GBDT
RF
DL
GLM
+
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4
PFI
PD + ICE
SHAP
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1. PFI
2. PD
3. ICE
4. SHAP
住宅価格 = 𝛽!
+ 𝛽"
部屋の数 + 𝛽#
駅からの距離 + ノイズ
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Partial Dependence
PD
𝑌 = 𝑋! − 5𝑋" + 10𝑋"𝑋# + 𝜖
𝑋!, 𝑋" ∼ Uniform −1, 1
𝑋# ∼ Bernoulli 0.5
𝜖 ∼ 𝒩(0, 0.01)
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Python
Partial Dependence
@dataclass
class PartialDependence:
"""Partial Dependence (PD)"""
estimator: Any
X: np.ndarray
var_names: list[str]
def _counterfactual_prediction(
self,
idx_to_replace: int,
value_to_replace: float
) -> np.ndarray:
"""ある特徴量の値を置き換えたときの予測値を求める"""
X_replaced = self.X.copy()
X_replaced[:, idx_to_replace] = value_to_replace
y_pred = self.estimator.predict(X_replaced)
return y_pred
………
$
PD>
𝑥>
=
1
𝑁
*
?@"
A
+
𝑓(𝑥>
, 𝒙?,∖>
)
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