#' @title Post Modelling Operations
#' @description Execute code after completion of backtesting
model_end <- function(){
## Explore, Explain, and Debug model
target <- file.path(getOption("path_archive", default = tempdir()), model_name, "explanations")
dir.create(target, showWarnings = FALSE, recursive = TRUE)
explainer <- DALEX::explain(
model = model_object,
data = historical_data[, role_input],
y = historical_data[[role_target]],
predict_function = function(model, data) predict_function(model, data)[["fit"]],
link = link_function,
label = model_name,
verbose = getOption("verbose")
)
## Visualisation: Agnostic Variable Importance
figure_path <- file.path(target, "variable-importance-agnostic.jpg")
explanation <- ingredients::feature_importance(explainer, type = "difference") %>% plot()
ggplot2::ggsave(figure_path, explanation, "jpeg", width = 297, height = 210, units = "mm")
## Plot an rpart model
figure_path <- file.path(target, "single-tree.jpg")
jpeg(figure_path, width = 800, height = 600)
rpart.plot::rpart.plot(model_object, type = 2, branch.type = 5, extra = 101, yesno = FALSE)
dev.off()
return(invisible())
}
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