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Add signed Sobol sensitivity analysis
Summary: Sign the Sobol sensitivity according to the average gradient, so we know the direction of the effect the parameter is having. Update the feature importance plot so that sign is indicated by color, if present.
Differential Revision: D52748799
Codecov Report
Attention: Patch coverage is 94.33962% with 3 lines in your changes are missing coverage. Please review.
Project coverage is 94.83%. Comparing base (
4122f71) to head (55f5b07).
:exclamation: Current head 55f5b07 differs from pull request most recent head 03ca621. Consider uploading reports for the commit 03ca621 to get more accurate results
| Files | Patch % | Lines |
|---|---|---|
| ax/utils/sensitivity/sobol_measures.py | 77.77% | 2 Missing :warning: |
| ax/plot/feature_importances.py | 94.11% | 1 Missing :warning: |
Additional details and impacted files
@@ Coverage Diff @@
## main #2232 +/- ##
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- Coverage 94.83% 94.83% -0.01%
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Files 467 467
Lines 46329 46373 +44
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+ Hits 43936 43977 +41
- Misses 2393 2396 +3
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