Kei Ishikawa kstoneriv3
kstoneriv3
/ RGS.py
Last active
March 9, 2021 08:42
A possibly incorrect implementation of RGS algorithm discussed in Owen, A. B. (1994). Controlling correlations in Latin hypercube samples. Journal of the American Statistical Association, 89(428), 1517-1522.
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| #!/usr/bin/env python | |
| # coding: utf-8 | |
| import numpy as np | |
| import matplotlib.pyplot as plt | |
| # centered case | |
| def LHS(n, d): | |
| samples = np.tile(np.arange(n, dtype=np.float64), (d, 1)).reshape(d, n) |
kstoneriv3
/ hpi_evaluatior_comparison_lightgbm.py
Last active
September 21, 2020 18:52
benchmark code for `MutualInformationImportanceEvaluator`
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| import lightgbm as lgb | |
| import numpy as np | |
| import pandas as pd | |
| import sklearn.datasets | |
| from sklearn.datasets import fetch_openml | |
| import sklearn.metrics | |
| from sklearn.model_selection import train_test_split | |
| import optuna |
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