lightning

eli5 supports lightning library, which contains linear classifiers with API largely compatible with scikit-learn.

Using eli5 with estimators from lightning is exactly the same as using it for scikit-learn built-in linear estimators - see Additional explain_weights and explain_prediction parameters and Linear estimators.

Supported lightning estimators:

• AdaGradClassifier
• AdaGradRegressor
• CDClassifier
• CDRegressor
• FistaClassifier
• FistaRegressor
• LinearSVC
• LinearSVR
• SAGAClassifier
• SAGARegressor
• SAGClassifier
• SAGRegressor
• SDCAClassifier
• SDCARegressor
• SGDClassifier
• SGDRegressor