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Changelog

Source: NEWS.md

glex 0.4.2

  • Optimize FastPD by only computing components up to max_interaction (#24)

glex 0.4.1

  • Added FastPD (arXiv) as default probFunction in glex.
  • Add rug plot to plot_*_effect[s] functions for continuous predictors, defaulting to showing a rug on the bottom side (rug_side = "b").

glex 0.4.0

  • Add support for ranger objects to glex() (PR#17).
  • Add new optional parameter probFunction to glex() which specifies the probability function for weighting/marginalization of the leaves (PR#17).
    By default, glex() now uses the empirical marginal probabilities to perform the weighting. Previously, the weighting of the leaves was done based on a path-dependent method.
  • Add theme_glex() as a default theme to all plots.
    This is almost identical to [ggplot2::theme_minimal()] aside from increased base font size and convenience flags to toggle vertical and horizontal grid lines.
  • Add subset_components() and subset_component_names() to make it easier to extract only components belonging to a given main term.
  • Add pre-processed version of Bikeshare data from ISLR2 to streamlined examples.
  • Add plot_pdp(), a version of plot_main_effect() with the intercept added.
  • Limit max_interaction in glex.xgb.Booster to max_depth parameter of xgboost model. If max_depth is not set during model fit, the default value of 6 is assumed. This prevents glex from returning spurious higher-order interactions containing values numerically close to 0.
  • Extend plot functions to multiclass classification. In most cases that means facetting by the target class.
  • Overhaul glex_explain to a waterfall plot showing the SHAP decomposition for given predictors.
  • autoplot.glex_vi gains a max_interaction argument in line with glex_explain, and now similarly aggregates terms that either fall below threshold or exceed max_interaction.
  • Add glex.print for a more compact output in case of large numbers of terms.

glex 0.3.0

  • Added plotting functions for main, 2- and 3-degree interaction terms
  • Added ggplot2::autoplot S3 method for glex objects.
  • Added pkgdown site
  • Added Bikesharing article
  • Added glex_vi() to compute variable importance scores including interaction terms, including a corresponding ggplot2::autoplot method.
  • Added glex_explain() to plot prediction components of a single observation.

glex 0.2.0

  • Convert glex() to an S3 generic function with methods for xgboost and randomPlantedForest models.
  • Fix bug in xgboost method that could lead to wrongly computed shap values in certain cases.
  • Added a NEWS.md file to track changes to the package.