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Yes. I think the idea is once you have a predictive model, is to go thru computationally hard process of facrtorization - identifying inputs that if removed don
by xivzgrev 7y ago
Yes. I think the idea is once you have a predictive model, is to go thru computationally hard process of facrtorization - identifying inputs that if removed don’t affect predictability that much. Rinse and repeat until you have an explainable model.
Imho you won’t alwsys get an explainable model, because some times there may be too many factors that are predictive, but the effort is what’s important.