• API Reference - RegressionErrorDistribution

Regression Error Distribution

This notebook provides an overview for using and understanding the Regression Error Distribution check.

Structure:

• What is the Regression Error Distribution check?

• Run the check

• Define a condition

What is the Regression Error Distribution check?

The RegressionErrorDistribution check shows the distribution of the regression error, and enables to set conditions on two of the distribution parameters: Systematic error and Kurtosis values. Kurtosis is a measure of the shape of the distribution, helping us understand if the distribution is significantly “wider” from the normal distribution, which may imply a certain cause of error deforming the normal shape. Systematic error, otherwise known as the error bias, is the mean prediction error of the model.

Run the check

Generate data & model

from sklearn.datasets import load_diabetes
from sklearn.ensemble import GradientBoostingRegressor
from sklearn.model_selection import train_test_split

diabetes_df = load_diabetes(return_X_y=False, as_frame=True).frame
train_df, test_df = train_test_split(diabetes_df, test_size=0.33, random_state=42)

clf = GradientBoostingRegressor(random_state=0)
clf.fit(train_df.drop('target', axis=1), train_df['target'])

GradientBoostingRegressor(random_state=0)

Run the check (normal distribution)

Since the following distribution resembles the normal distribution, both the kurtosis value and the systematic error will be ~0.

from deepchecks.tabular import Dataset
from deepchecks.tabular.checks import RegressionErrorDistribution

test = Dataset(test_df, label='target', cat_features=['sex'])
check = RegressionErrorDistribution()
check.run(test, clf)

Skewing the data & rerun the check

test.data[test.label_name] = 150
check.run(test, clf)

Define a condition

After artificially skewing the target variable, both the kurtosis value and the systematic error would be significantly larger. In the conditions below we check if the systemic error, otherwise the mean prediction error, is less than 0.01 times the model’s rmse score and that the kurtosis is greater than -0.1.

check = RegressionErrorDistribution()
check.add_condition_kurtosis_greater_than(threshold=-0.1)
check.add_condition_systematic_error_ratio_to_rmse_less_than(max_ratio=0.01)
check.run(test, clf)

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Multi Model Performance Report

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Regression Systematic Error