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add pair effect support#18

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geoalgo wants to merge 1 commit intomicrosoft:developfrom
geoalgo:pair_effect
Open

add pair effect support#18
geoalgo wants to merge 1 commit intomicrosoft:developfrom
geoalgo:pair_effect

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@geoalgo
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@geoalgo geoalgo commented Sep 19, 2024

Hi Andreas, here is a PR with the code to enable modelling pair effects as promised.

I added support to use FAST to compute the pair order as I expect it would work much better than the naive approach I discussed yesterday.

Julien shared a code to evaluate on OpenML which I used, not sure if it is the same you used.

On the following task-ids: 9951, 272, 39, 31, 10093, 57, 37, 43, 9952, 14968, 9969, 9953 I got this average error:

                            cv_auc_mean  test_auc    fit_time
model                                                        
baam-best-pair-CV              0.809686  0.856514   65.049400
baam_0.0pairs                  0.798356  0.855195   56.724633
baam_0.1pairs                  0.801744  0.855656   65.050035
baam_0.2pairs                  0.799122  0.858965   71.765130
baam_0.4pairs                  0.798059  0.854595   79.616998
baam_0.8pairs                  0.794903  0.875098  106.113443
baam_0.9pairs                  0.792541  0.868467  111.863154
ebm_main_effects_optimized     0.772181  0.869489    1.447367
ebm_optimized                  0.774374  0.865137    8.557797
lr                             0.743742  0.835959    0.033622

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geoalgo commented Sep 19, 2024

@microsoft-github-policy-service agree

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