DALEX (version 0.1.1)

variable_dropout: Loss from Variable Dropout

Description

Loss from Variable Dropout

Usage

variable_dropout(explainer, loss_function = function(observed, predicted)
  sum((observed - predicted)^2), ..., type = "raw", n_sample = 1000)

Arguments

explainer

a model to be explained, preprocessed by the 'explain' function

loss_function

a function thet will be used to assess variable importance

...

other parameters

type

character, type of transformation that should be applied for dropout loss. 'raw' results raw drop lossess, 'ratio' returns drop_loss/drop_loss_full_model while 'difference' returns drop_loss - drop_loss_full_model

n_sample

number of observations that should be sampled for calculations of variable leverages

Value

An object of the class 'variable_leverage_explainer'. It's a data frame with calculated average response.

Examples

# NOT RUN {
library("breakDown")
library("randomForest")
HR_rf_model <- randomForest(left~., data = breakDown::HR_data, ntree = 100)
explainer_rf  <- explain(HR_rf_model, data = HR_data, y = HR_data$left)
vd_rf <- variable_dropout(explainer_rf, type = "raw")
vd_rf

HR_glm_model <- glm(left~., data = breakDown::HR_data, family = "binomial")
explainer_glm <- explain(HR_glm_model, data = HR_data, y = HR_data$left)
logit <- function(x) exp(x)/(1+exp(x))
vd_glm <- variable_dropout(explainer_glm, type = "raw",
                        loss_function = function(observed, predicted)
                                     sum((observed - logit(predicted))^2))
vd_glm

library("xgboost")
model_martix_train <- model.matrix(left~.-1, breakDown::HR_data)
data_train <- xgb.DMatrix(model_martix_train, label = breakDown::HR_data$left)
param <- list(max_depth = 2, eta = 1, silent = 1, nthread = 2,
              objective = "binary:logistic", eval_metric = "auc")
HR_xgb_model <- xgb.train(param, data_train, nrounds = 50)
explainer_xgb <- explain(HR_xgb_model, data = model_martix_train,
                     y = HR_data$left, label = "xgboost")
vd_xgb <- variable_dropout(explainer_xgb, type = "raw")
vd_xgb
# }
# NOT RUN {
# }