ElegantRL
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Feature Importance
Hi,
Is it possible to obtain feature importance plots from the agents? Or perhaps getting it to work with the SHap library?
Thank you!
Yes. It is possible.
For example, see https://github.com/AI4Finance-Foundation/ElegantRL/blob/fb35e25f01c50af61fa4697824025be50b2e53f1/elegantrl/agents/AgentPPO.py#L276
The fucntion agent.update_net( )
return the training logging.
The training process will print these information on the terminal.
https://github.com/AI4Finance-Foundation/ElegantRL/blob/fb35e25f01c50af61fa4697824025be50b2e53f1/elegantrl/train/evaluator.py#L79-L81
################################################################################
ID Step maxR | avgR stdR avgS stdS | expR objC etc.
6 4.09e+03 244.72 |
6 4.09e+03 244.72 | 244.72 3.5 124 2 | 0.11 0.74 0.26 0.05
6 1.21e+05 244.72 | 239.92 0.0 105 0 | 0.29 0.18 16.41 0.09
6 1.79e+05 244.72 | 193.45 0.0 92 0 | 0.31 0.29 31.29 0.16
6 2.25e+05 325.86 |
6 2.25e+05 325.86 | 325.86 2.4 144 0 | 0.30 0.34 37.28 0.18
6 2.64e+05 325.86 | 226.47 0.0 109 0 | 0.31 0.40 38.07 0.22
6 2.99e+05 558.23 |
6 2.99e+05 558.23 | 558.23 5.6 354 0 | 0.18 0.35 44.14 0.21
6 3.31e+05 558.23 | 324.83 0.0 147 0 | 0.29 0.32 47.91 0.18
6 3.64e+05 1451.47 |
6 3.64e+05 1451.47 | 1451.47 632.2 626 272 | 0.33 0.29 45.99 0.17
6 3.94e+05 2104.08 | 2104.08 10.2 1000 0 | 0.28 0.26 45.76 0.17
Hi,
Thank you for the reply. I was thinking of something along the lines of this: https://towardsdatascience.com/dear-reinforcement-learning-agent-please-explain-your-actions-da6635390d4d
Will it be possible to integrate the SHap library with the agents? Or perhaps an official tutorial or demo will be good.