Machine learning for systematic investing. Creator of UnifiedIG, TreeIG, CBaseline, and SKGrad.
- Bronxville, NY USA
- www.ludgerhentschel.com
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cbaseline
cbaseline PublicPrediction-neutral empirical background distributions for SHAP, Integrated Gradients, and related attribution methods.
Python
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skgrad
skgrad PublicAnalytic input gradients and Jacobians for supported fitted scikit-learn models, including linear models, kernel SVMs, MLPs, and preprocessing pipelines.
Python
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unifiedig
unifiedig PublicProvides a unified approach to Integrated Gradients: a common API for many models, include tree-based models; and common baseline semantics with prediction-neutral baseline distributions as the def…
Python
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