Граф коммитов

9 Коммитов

Автор SHA1 Сообщение Дата
Patrick Bloebaum 20cfd23f4f Potential fix for timeout errors in unit tests
It seems there is a problem with one of the unit tests that explicitly rely on timeouts. Removing this test to avoid these issues in builds.

Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2023-12-11 09:44:36 -08:00
Patrick Bloebaum 44449b7483 Fix bug in Shapley estimator
Before, the early stopping did not stop even if the threshold was reached.

Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2023-03-30 14:23:49 -07:00
Patrick Bloebaum 9b0fbae1e8 Revise gcm Shapley estimator
- Simplify the sampling process of permutations
- Using Halton sequence now instead of Sobol, since Halton generalizes beyond a basis of 2

This should also fix the current build error.

Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2023-03-16 06:19:35 -07:00
Patrick Bloebaum cf8a0b8112 Revise gcm Shapley estimator
- Shapley config parameter now clearly distinguishes between num_subset_sampling and num_permutations
- Using a quasi-random sequence generator now to improve uniform sampling of permutation. This should improve convergence (i.e., more accurate estimations)
- Fix bug in early stopping where one can get negative percentages and, thus, the estimator would falsely stop too early.
- Early stopping criteria is now applied to the change of each Shapley value individually instead of the average change. This should ensure less variance in the results between two runs and more accurate results.
- Change minimum change in percentage threshold to 0.05 by default for early stopping. This balances out the potential slower runtime from the change above.

Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2023-03-14 09:42:16 -07:00
Patrick Bloebaum 86e0b1c78d Rename shapley unit tests
Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2023-02-09 11:10:47 -08:00
Chris Trevino 341f255806
Add formatting check to CI (updated) (#608)
* update workflow to include formatting

Signed-off-by: Chris Trevino <chtrevin@microsoft.com>

* execute formatter

Signed-off-by: Chris Trevino <chtrevin@microsoft.com>

Signed-off-by: Chris Trevino <chtrevin@microsoft.com>
2022-08-19 15:51:25 -07:00
Patrick Bloebaum b76c285384 Add gcm features for anomaly attribution and estimation
Signed-off-by: Patrick Bloebaum <bloebp@amazon.com>
2022-06-13 08:15:59 -07:00
Patrick Bloebaum 17d80e2315 Revise docstrings of various methods and add some inline comments 2022-05-20 15:06:00 +02:00
Peter Goetz 75efc73300 Add gcm shapley feature 2022-05-11 18:22:09 +01:00