Create offset.py

[spyrosUofA]

Adding offset to EBM Classifier and Regressor (and other dependencies)

Signed-off-by: Spyros [email protected]

[paulbkoch]

Hi @spyrosUofA -- Thanks for this PR! I had a look over it and have a few comments:

I see the automated tests are failing on this line where offset.py is attempting to reference the EBMPreprocessor class https://github.com/spyrosUofA/interpret/blob/a81310bd21c8fc23efee28a4cede44e0780a82c8/python/interpret-core/interpret/glassbox/ebm/offset.py#L45

The EBMPreprocessor class had been moved to bin.py at this point in development:
https://github.com/spyrosUofA/interpret/blob/a81310bd21c8fc23efee28a4cede44e0780a82c8/python/interpret-core/interpret/glassbox/ebm/bin.py#L1509

And in the most recent code, it has been moved again to this location:

interpret/python/interpret-core/interpret/utils/_binning.py

Line 1819 in df8cf74

class EBMPreprocessor(BaseEstimator, TransformerMixin):

If my understanding is correct the "Off" parameter functions similarly to the "init_score" parameter in LightGBM ( https://lightgbm.readthedocs.io/en/latest/pythonapi/lightgbm.LGBMClassifier.html#lightgbm.LGBMClassifier ). If that is correct, I would recommend using the LightGBM naming in order to make it easier to share calling code between the two and potentially leverage existing user knowledge of their parameters.

At a higher level, the current PR replicates a lot of code that exists in other locations within the codebase. I understand why this was done since a lot has changed in the preprocessing section. It would be better in terms of maintainability though to try and re-use as much of the other code as possible by passing init_score through the existing utility functions. In the same vein I think init_score could, similarity to LightGBM, be a parameter to the fit function for all classes that derive from the EBMModel class instead of creating the new OffsetExplainableBoostingRegressor and OffsetExplainableBoostingClassifier classes.

One section of our code that I recommend reading over is the interaction detection code. We have a similar requirement to use existing scores there, and do very similar processing:

interpret/python/interpret-core/interpret/utils/_interaction.py

Line 54 in df8cf74

init_score=None,

[spyrosUofA]

Hi @paulbkoch, thank you for your reply. Indeed, this offset code was built for v0.27. @tony-mtl was able to add the offset to v0.30 and addressed the above comments. Committing the new code now!

[paulbkoch]

Closing this PR since your newer PR that adds init_score #426 has been merged.