├── .gitignore ├── Readme.md ├── collect_importance_forecast.py ├── collect_importance_out_of_bag.py ├── collect_performance.py ├── error_analysis.R ├── experiment.py ├── helpers ├── __pycache__ │ ├── config.cpython-39.pyc │ ├── import_packages.cpython-39.pyc │ ├── utils.cpython-39.pyc │ ├── utils_importance.cpython-39.pyc │ └── utils_predict.cpython-39.pyc ├── config.py ├── import_packages.py ├── utils.R ├── utils.py ├── utils_importance.py └── utils_predict.py ├── licence.txt ├── macroforecasting.Rproj ├── requirements └── requirements.txt ├── results ├── aggregated │ ├── permutation_forecast_test_case.csv │ ├── pred_all_test_case_raw.csv │ ├── shapley_forecast_test_case.csv │ └── shapley_out_of_bag_test_case.csv └── test_case │ ├── importance_forecast_permutation_29248686936282.pickle │ ├── importance_forecast_permutation_29772512197576.pickle │ ├── importance_forecast_shapley_priority_29248686936282.pickle │ ├── importance_forecast_shapley_priority_29772512197576.pickle │ ├── importance_oob_permutation_period_1999-12-01_29248686936282.pickle │ ├── importance_oob_permutation_period_1999-12-01_29772512197576.pickle │ ├── importance_oob_permutation_period_2008-08-01_29248686936282.pickle │ ├── importance_oob_permutation_period_2008-08-01_29772512197576.pickle │ ├── importance_oob_permutation_period_2019-11-01_29248686936282.pickle │ ├── importance_oob_permutation_period_2019-11-01_29772512197576.pickle │ ├── importance_oob_shapley_priority_period_1999-12-01_29248686936282.pickle │ ├── importance_oob_shapley_priority_period_1999-12-01_29772512197576.pickle │ ├── importance_oob_shapley_priority_period_2008-08-01_29248686936282.pickle │ ├── importance_oob_shapley_priority_period_2008-08-01_29772512197576.pickle │ ├── importance_oob_shapley_priority_period_2019-11-01_29248686936282.pickle │ ├── importance_oob_shapley_priority_period_2019-11-01_29772512197576.pickle │ ├── results_forecast29248686936282.pickle │ ├── results_forecast29772512197576.pickle │ ├── results_out-of-bag29248686936282.pickle │ └── results_out-of-bag29772512197576.pickle ├── setup_experiments.py ├── setup_files └── main.yaml ├── shapley_analysis.R └── shapley_regression.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/InterpretableMLWorkflow/HEAD/.gitignore -------------------------------------------------------------------------------- /Readme.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/InterpretableMLWorkflow/HEAD/Readme.md -------------------------------------------------------------------------------- /collect_importance_forecast.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/InterpretableMLWorkflow/HEAD/collect_importance_forecast.py 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