Add comprehensive model support with XGBoost, LightGBM, and advanced …#18
Add comprehensive model support with XGBoost, LightGBM, and advanced …#18
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…features - Add ModelFactory for creating classifiers and regressors - Add ModelEvaluator for cross-validation and performance assessment - Add ModelSelector for hyperparameter tuning (grid/random search) - Add support for XGBoost, LightGBM, and HistGradientBoosting - Add get_model_recommendations for intelligent model selection - Add create_model_ensemble for ensemble methods - Include comprehensive error handling and validation - Add automatic model recommendations based on problem characteristics - Update __init__.py to export model functions - Add comprehensive test suite for all model functionality
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Pull Request Overview
This PR adds comprehensive model support to the skdr-eval library by introducing new classes and functions for machine learning model creation, evaluation, and selection. The changes include support for additional algorithms like XGBoost, LightGBM, and HistGradientBoosting along with intelligent model recommendations and ensemble methods.
Key changes:
- Added ModelFactory, ModelEvaluator, and ModelSelector classes for comprehensive model management
- Implemented support for advanced models (XGBoost, LightGBM, HistGradientBoosting) with graceful fallbacks
- Added intelligent model recommendation system and ensemble creation capabilities
Reviewed Changes
Copilot reviewed 3 out of 3 changed files in this pull request and generated 1 comment.
| File | Description |
|---|---|
| src/skdr_eval/models.py | New module containing core model functionality including factory patterns, evaluation, and selection |
| tests/test_models.py | Comprehensive test suite covering all model functionality with error handling and integration tests |
| src/skdr_eval/init.py | Updated exports to include new model functions and classes |
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| "DRResult", | ||
| "Design", | ||
| "PairwiseDesign", | ||
| "__version__", | ||
| "assess_propensity_calibration", | ||
| "assess_propensity_discrimination", | ||
| "block_bootstrap_ci", | ||
| "bootstrap_confidence_interval", | ||
| "build_design", | ||
| "check_propensity_balance", | ||
| "check_propensity_overlap", | ||
| "chi_square_test", | ||
| "comprehensive_propensity_diagnostics", | ||
| "compute_balance_statistics", | ||
| "compute_propensity_log_loss", | ||
| "compute_propensity_statistics", | ||
| "create_model_ensemble", | ||
| "dr_value_with_clip", | ||
| "evaluate_pairwise_models", | ||
| "evaluate_propensity_diagnostics", | ||
| "evaluate_sklearn_models", | ||
| "fit_outcome_crossfit", | ||
| "fit_propensity_timecal", | ||
| "generate_propensity_report", | ||
| "get_model_recommendations", | ||
| "induce_policy_from_sklearn", | ||
| "kolmogorov_smirnov_test", | ||
| "make_pairwise_synth", | ||
| "make_synth_logs", | ||
| "mann_whitney_u_test", | ||
| "ModelEvaluator", | ||
| "ModelFactory", | ||
| "ModelSelector", | ||
| "multiple_comparison_correction", | ||
| "permutation_test", | ||
| "power_analysis", | ||
| "sample_size_calculation", | ||
| "t_test", | ||
| "PropensityDiagnostics", | ||
| "BootstrapError", | ||
| "ConfigurationError", | ||
| "ConvergenceError", | ||
| "DataValidationError", | ||
| "EstimationError", | ||
| "InsufficientDataError", | ||
| "MemoryError", | ||
| "ModelValidationError", | ||
| "OutcomeModelError", | ||
| "PairwiseEvaluationError", | ||
| "PolicyInductionError", | ||
| "PropensityScoreError", | ||
| "SkdrEvalError", | ||
| "VersionError", |
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The all list contains many imports that are not present in the import statements at the top of the file. Only the functions and classes that are actually imported should be included in all to avoid import errors.
…features
Pull Request
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