flevr (version 0.0.4)

extract_importance_glm: Extract the learner-specific importance from a glm object

Description

Extract the individual-algorithm extrinsic importance from a glm object, along with the importance rank.

Usage

extract_importance_glm(fit = NULL, feature_names = "", coef = 0)

Value

a tibble, with columns algorithm (the fitted algorithm), feature (the feature), importance (the algorithm-specific extrinsic importance of the feature), rank (the feature importance rank, with 1 indicating the most important feature), and weight

(the algorithm's weight in the Super Learner)

Arguments

fit

the glm object.

feature_names

the feature names

coef

the Super Learner coefficient associated with the learner.

Examples

data("biomarkers")
# subset to complete cases for illustration
cc <- complete.cases(biomarkers)
dat_cc <- biomarkers[cc, ]
# use only the mucinous outcome, not the high-malignancy outcome
y <- dat_cc$mucinous
x <- dat_cc[, !(names(dat_cc) %in% c("mucinous", "high_malignancy"))]
feature_nms <- names(x)
# get the fit
fit <- stats::glm(y ~ ., family = "binomial", data = data.frame(y = y, x))
# extract importance
importance <- extract_importance_glm(fit = fit, feature_names = feature_nms)
importance