.pd: Barebone Partial Dependence

Description

This is a barebone implementation of Friedman's partial dependence intended for developers. To get more information on partial dependence, see partial_dependence().

Usage

.pd(
  object,
  v,
  data,
  grid,
  pred_fun = stats::predict,
  trafo = NULL,
  which_pred = NULL,
  w = NULL,
  ...
)

Value

Vector of partial dependence values in the same order as grid.

Arguments

object: Fitted model.
v: Variable name in data to calculate partial dependence.
data: Matrix or data.frame.
grid: Vector or factor of values to calculate partial dependence for.
pred_fun: Prediction function, by default stats::predict. The function takes three arguments (names irrelevant): object, data, and ....
trafo: How should predictions be transformed? A function or NULL (default). Examples are log (to switch to link scale) or exp (to switch from link scale to the original scale). Applied after which_pred.
which_pred: If the predictions are multivariate: which column to pick (integer or column name). By default NULL (picks last column). Applied before trafo.
w: Optional vector with case weights.
...: Further arguments passed to pred_fun(), e.g., type = "response" in a glm() or (typically) prob = TRUE in classification models.

References

Friedman, Jerome H. 2001, Greedy Function Approximation: A Gradient Boosting Machine. Annals of Statistics 29 (5): 1189-1232. doi:10.1214/aos/1013203451.

Examples

Run this code

fit <- lm(Sepal.Length ~ ., data = iris)
.pd(fit, "Sepal.Width", data = iris, grid = hist(iris$Sepal.Width)$mids)
.pd(fit, "Species", data = iris, grid = levels(iris$Species))