Machine learning for systematic investing. Creator of TreeIG and CBaseline.
- Bronxville, NY USA
- www.ludgerhentschel.com
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treeig
treeig PublicExact Integrated Gradients for tree ensembles, including XGBoost, LightGBM, Random Forests, and Gradient Boosting. Computes fast, exact feature attributions for tree models without numerical gradie…
Python
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cbaseline
cbaseline PublicPrediction-neutral empirical background distributions for SHAP, Integrated Gradients, and related attribution methods.
Python
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