Sam

Latest version: v5.0.0

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2.0.22

New features
- `keras_joint_mae_tilted_loss`: to fit the median in quantile regression (use average_type='median' in SamQuantileMLP)
- `plot_feature_importances`: bar plot of feature importances (e.g. computed in SamQuantileMLP.quantile_feature_importances
- `compute_quantile_ratios`: to check the proportion of data falling beneath certain quantile

2.0.21

Bugfixed
- eli5 uses the sklearn.metrics.scorer module, which is gone in 0.24.0, so we need <=0.24.0
- shap does not work with tensorflow 2.4.0 so we need <=2.3.1

2.0.20

Bugfixed
- statsmodels is no longer a dependency (dependency introduced in version 2.0.19)

2.0.19

New features
- `sam.metrics.tilted_loss`: A tilted loss function that works with numpy / pandas
- `sam.models.LinearQuantileRegression`: sklearn style wrapper for quantile regression using statsmodels

2.0.18

Changes
- `sam.models.SamQuantileMLP`: Now stores the input columns (before featurebuilding) which can be accessed by `get_input_cols()`

2.0.17

Changes
- `sam.validation.flatline`: Now accepts `window="auto"` option, for which the maximum flatline window is estimated in the `fit` method

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