Effect Plot for Linear Models

[mattharrison]

Describe the solution you'd like
Would love to have an Effect Plot for aiding with interpreting linear models. I realize that a feature importance plot does some of this. An effect plot shows the weights as a bar plot so you can see whether the impact is positive or negative and also how large the variance is.

Examples

There is a great example here
https://christophm.github.io/interpretable-ml-book/limo.html#visual-parameter-interpretation

My scouring has not turned up any Python code to generate this plot in the wild.

[smile2snail]

Hi Mattharrison,

Have you tried Random Forrest? It can help you create a feature importance chart by using python.

I found a good example to create the feature importance chart:

http://www.agcross.com/2015/02/random-forests-scikit-learn/

Is this kind of solution you are asking about? If not, please clarify and I can continue help on this issue.

[bbengfort]

@mattharrison great suggestion - I think an effect plot would be a very interesting feature to add to yellowbrick.regressors for any estimator that has an learned coefs_ attribute. I was a bit confused about how to determine the variance in the weight plot - but it looks like this is not required since the effect can simply be computed via the training data.

Matplotlib has a box plot implementation, so it would be straightforward to pass a 2D array of effects to produce this plot. However, I'm especially intrigued about the possibility of also including a single point as in 5.1.5 (or points). Perhaps we could provide this functionality by having the user pass in the point data to be plotted as test data?

@smile2snail thank you for chiming in here- I think what @mattharrison is looking for is a new visualizer that can create this visualization for regression models. Please also note that Yellowbrick does already have a FeatureImportances visualizer that does something very similar to the plot you suggested!

@mattharrison as always, thank you for being an excellent resource for new visualizers!

[souravsingh]

@bbengfort I am interested in working on the issue.

[bbengfort]

@souravsingh that'd be great - feel free to open a PR when you're ready to discuss it!