Is there a way to explain the Chronos Model through features importance / SHAP values or other? #271
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anthonygiorgio97
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Is there a way to explain the Chronos Model through features importance / SHAP values or other?
#271
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@anthonygiorgio97 There's no such feature in this library and we have not investigated such a thing. If you decide to give this a try, please don't forget to share your findings here with us. |
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Hi,
how can I perform explainability on Chronos / ChronosBolt model, maybe using SHAP / LIME library? Is there any mechanism to get lag importances?
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