FDFI Documentation
FDFI (Flow-Disentangled Feature Importance) is a Python library for computing feature importance using disentangled methods, inspired by SHAP. This package implements both OT-based DFI and flow-based FDFI methods.
Key Features
🎯 Multiple Explainer Types: Tree, Linear, Kernel, and Optimal Transport explainers
🧭 OT-Based DFI: Gaussian OT (OTExplainer) and Entropic OT (EOTExplainer)
🔍 Shared Diagnostics: Latent independence and fidelity checks for OT/EOT/Flow
📊 Visualization: Summary, waterfall, force, dependence, CI, and diagnostics plots
📊 Statistical Inference: Confidence intervals and hypothesis testing
🔧 Easy to Use: Simple API similar to SHAP
🚀 Extensible: Built with modularity for future enhancements
Quick Example
import numpy as np
from fdfi.explainers import OTExplainer
from fdfi.plots import summary_bar
# Define your model
def model(X):
return X.sum(axis=1)
# Create background data
X_background = np.random.randn(100, 10)
# Create an explainer
explainer = OTExplainer(model, data=X_background, nsamples=50)
# Explain test instances
X_test = np.random.randn(10, 10)
results = explainer(X_test)
# Get confidence intervals
ci = explainer.conf_int(alpha=0.05, target="X", alternative="two-sided")
# Visualize global scores
feature_names = [f"X{i}" for i in range(X_background.shape[1])]
summary_bar(results["phi_X"], results["se_X"], feature_names, show=False)
Installation
git clone https://github.com/jaydu1/FDFI.git
cd FDFI
pip install -e .
# With optional dependencies
pip install -e ".[flow]" # For flow matching models
pip install -e ".[dev]" # For development
User Guide
- Installation
- Core Concepts
- What is Feature Importance?
- SHAP and Shapley Values
- Disentangled Feature Importance (DFI)
- Gaussian vs Entropic OT
- Flow-Disentangled Feature Importance (Flow-DFI)
- Shared Disentanglement Diagnostics
- Relationship to Other Methods
- Confidence Intervals
- Multiple Testing Correction
- Group-Level Importance
- Further Reading
- Choosing an Explainer
- Frequently Asked Questions
Tutorials
- Tutorials
- Quickstart: FDFI in 5 Minutes
- OTExplainer: Gaussian Optimal Transport
- EOTExplainer: Semicontinuous Entropic Optimal Transport
- FlowExplainer: Flow-Disentangled Feature Importance
- Confidence Intervals and Statistical Inference
- Visualization with FDFI
- Getting Started
- Tutorial Overview
- Running the Tutorials
- Prerequisites
Case Studies
- Case Studies
- Load Data And Feature Groups
- Fit EOT FDFI
- Individual Feature Inference With conf_int()
- Feature-Level Summary
- Group Importance
- Group Summary Table
- Group Mapping
- Group Importance Plot
- Summary
- Load Data and Feature Groups
- Fit Flow Model on All Data
- Individual Feature Inference With conf_int()
- Feature-Level Summary
- Group Importance
- Group Summary Table
- Group Mapping
- Group Importance Plot
- Visualize and Compare Results: Flow vs EOT
- Note on Variance Floor (
var_floor_c)
API Reference
Development