`QuantileDifferenceReason` and `StandardDeviationReason`
See original GitHub issueHey! I was thinking if it would make sense to add two more reasons for regressions tasks, namely something like HighLeveragePointReason
and HighStudentizedResidualReason
.
Citing Wikipedia:
- Leverage is a measure of how far away the independent variable values of an observation are from those of the other observations. High-leverage points, if any, are outliers with respect to the independent variables (link)
- A studentized residual is the quotient resulting from the division of a residual by an estimate of its standard deviation. […] This is an important technique in the detection of outliers. (link)
Issue Analytics
- State:
- Created 2 years ago
- Comments:31 (31 by maintainers)
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The following results are mean scores across 500 different random states per reason-%shuffled pairs
@koaning finally found the time to write a notebook, you can find it here.