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Moeflon authored Apr 7, 2022
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# PowerSHAP
# PowerShap 🏋️

> *powershap* is a **feature selection method** that uses statistical hypothesis testing and power calculations on **Shapley values**, enabling fast and intuitive wrapper-based feature selection.
## Installation
## Installation ⚙️

| [**pip**](https://pypi.org/project/powershap/) | `pip install powershap` |
| ---| ----|

## Usage
## Usage 🛠

*powershap* is built to be intuitive, it supports various models including linear, tree-based, and even deep learning models.
<!-- It is also implented as sklearn `Transformer` component, allowing convenient integration in `sklearn` pipelines. -->
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```

## Features
## Features

* default automatic mode
* `scikit-learn` compatible
* supports various models
* insights into the feature selection method: call the `._processed_shaps_df` on a fitted `PowerSHAP` feature selector.
* tested code!

## Benchmarks
## Benchmarks

Check out our benchmark results [here](examples/results/).

## How it works
## How it works ⁉️

Powershap is built on the core assumption that *an informative feature will have a larger impact on the prediction compared to a known random feature.*

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* Powershap then outputs all features with a p-value below the provided threshold. The threshold is by default 0.01.


### Automatic mode
### Automatic mode 🤖

The required number of iterations and the threshold values are hyperparameters of powershap. However, to *avoid manually optimizing the hyperparameters* powershap by default uses an automatic mode that automatically determines these hyperparameters.

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