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Diff for: glm_mgbm_gbm.ipynb

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@@ -2743,6 +2743,8 @@
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"glm_contrib_frame['Penalized GLM Contribution'] = glm_contrib_frame.iloc[:, 1] * glm_contrib_frame.iloc[:, 1]\n",
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"corr_glm = pd.concat([corr.abs(), glm_contrib_frame.iloc[:, 2]], axis=1, sort=True)\n",
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"corr_glm.columns = ['Absolute ' + name for name in corr_glm.columns]\n",
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"# another approach is to calculate Shapley values for GLM directly\n",
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"\n",
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"\n",
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"# plot\n",
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"fig, ax_ = plt.subplots(figsize=(8, 6))\n",
@@ -2981,7 +2983,8 @@
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"#### Calculate local contributions for best GLM at three percentiles of `p_DEFAULT_NEXT_MONTH`"
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"#### Calculate local contributions for best GLM at three percentiles of `p_DEFAULT_NEXT_MONTH`\n",
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"(Another option would be to calculate Shapley values for GLM directly.)"
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]
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},
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{

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