Planned Enhancements#

  • Improved sample selection when one of the subsampling options (n or frac) is activated: sampling will consider the output distribution, whether for classification or regression.

  • Automatic smoothing of output trends in apyxl.TimeSeriesNormalizer.

  • Numerical experiments will be conducted to compare the capabilities of apyxl with traditional econometric techniques.

  • Development of an apyxl.DiffInDiff class.

  • Model saving functionality.

  • Early stopping during the fitting process.

  • Automatic labeling of meaningful and non-meaningful SHAP values (e.g., are their absolute values large enough? Considering using an ensemble of xgb models to discard isolated large values).