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Releases: lorentzenchr/model-diagnostics

v1.0.1

15 Sep 10:39
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Highlights

  • Support for polars version 0.19.0 that introduced some breaking changes and several deprecation warnings.

What's Changed

Full Changelog: v1.0.0...v1.0.1

v1.0.0

16 Jul 12:40
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Highlights

  • Isotonic regression for all expectiles and quantiles enable reliability diagrams for those functionals and the score decomposition for all scoring functions that are consistent for them, e.g. for the pinball loss.
  • New example on quantile regression
  • The function decompose can now deal with multiple predictions at once, similar to compute_bias.

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Full Changelog: v0.2.0...v1.0.0

v1.0.0 release candiate 0

15 Jul 19:25
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Pre-release

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Full Changelog: v0.2.0...v1.0.0rc0

v0.2.0

06 Apr 15:51
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New Contributors

Full Changelog: v0.1.1...v0.2.0

v0.1.1

11 Mar 11:41
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Enhancements:

  • Support NaN and Null in compute_bias (PR #43)

Bug Fixes:

  • Always output column "bias_weights" in compute_bias (PR #44)

v0.1.0

07 Mar 22:21
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Some highlights:

  • Confidence intervals for plot_reliability_diagram via arguments n_bootstrap and confidence_level (PR #32).
  • New option diagram_type = "bias" for plot_reliability_diagram, which is roughly a 45 degree rotated plot (PR #35).
  • Better visualisation of uncertainty/standard errors in plot_bias and distinction between numerical and categorical features (PR #37).
  • Consistently sorted output, i.e. the different (model) columns of y_pred (PR #37).
  • Number of effective (output) bins is now always at most n_bins in compute_bias and plot_bias (PR #37).
  • Switch to ruff (PR #34)

v0.0.3

26 Feb 16:14
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A new module scoring containing:

  • Add strictly consistent, homogeneous scoring functions
    • HomogeneousExpectileScore for mean an expectiles
    • HomogeneousQuantileScore for quantiles
    • SquaredError, PoissonDeviance, GammaDeviance and PinballLoss for convenience
  • Add LogLoss
  • Add score decomposition decompose 🚀
    To my knowledge, this is the first time the score decomposition into miscalibration, discrimination (or resolution) is available in Python. R users can use the wonderful reliabilitydiag package of @aijordan for quite some time now.

v0.0.2

13 Feb 16:48
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  • Added support for case weights.
  • Use of the fantastic https://www.pola.rs/ library (instead of pyarrow and pandas).

v0.0.1

14 Jan 14:14
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First public release