XGB-1 Classification (CoCircles)

Experiment initialization and data preparation

from piml import Experiment
from piml.models import XGB1Classifier

exp = Experiment()
exp.data_loader(data="CoCircles", silent=True)
exp.data_prepare(target="target", task_type="classification", silent=True)

Train Model

exp.model_train(model=XGB1Classifier(n_estimators=100, max_bin=20, min_bin_size=0.01), name="XGB1")

Evaluate predictive performance

exp.model_diagnose(model="XGB1", show='accuracy_table')
           ACC      AUC       F1 LogLoss   Brier

Train   0.8512   0.9311   0.8499  0.3327  0.1052
Test    0.8450   0.9028   0.8368  0.4084  0.1214
Gap    -0.0062  -0.0283  -0.0131  0.0758  0.0162

Global effect plot for X0

exp.model_interpret(model="XGB1", show="global_effect_plot", uni_feature="X0", original_scale=True, figsize=(5, 4))
X0 (48.9%)

Global effect plot for X1

exp.model_interpret(model="XGB1", show="global_effect_plot", uni_feature="X1", original_scale=True, figsize=(5, 4))
X1 (51.1%)

Weight of evidence plot for X0

exp.model_interpret(model="XGB1", show="xgb1_woe", uni_feature="X0", original_scale=True, figsize=(5, 4))
WoE of X0 (IV: 0.8005)

Weight of evidence plot for X1

exp.model_interpret(model="XGB1", show="xgb1_woe", uni_feature="X1", original_scale=True, figsize=(5, 4))
WoE of X1 (IV: 0.8858)

Feature importance

exp.model_interpret(model="XGB1", show="global_fi", figsize=(5, 4))
Feature Importance

Information value plot

exp.model_interpret(model="XGB1", show="xgb1_iv", figsize=(5, 4))
Information Value

Local interpretation

exp.model_interpret(model="XGB1", show="local_fi", sample_id=0, original_scale=True, figsize=(5, 4))
Predicted: 0.1712 | Actual: 1.0000

Total running time of the script: ( 1 minutes 26.187 seconds)

Estimated memory usage: 17 MB

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