estimate_type_predictiveness

Estimate the specified type of predictiveness

Calculate point estimates of and valid confidence intervals for
nonparametric, algorithm-agnostic variable importance measures in high and low dimensions,
using flexible estimators of the underlying regression functions. For more information
about the methods, please see Williamson et al. (Biometrics, 2020),  Williamson et al. (JASA, 2021), and Williamson and Feng (ICML, 2020).

Brian D. Williamson

vimp

Perform Inference on Algorithm-Agnostic Variable Importance

Jean Feng

Charlie Wolock

Noah Simon

Marco Carone

estimate_type_predictiveness function

<dl><dt>arg_lst</dt>
<dd>a list of arguments; from, e.g., <code>predictiveness_measure</code></dd>
<dt>type</dt>
<dd>the type of predictiveness, e.g., <code>"r_squared"</code></dd></dl>

Arguments

Estimate Predictiveness Given a Type — estimate_type_predictiveness

<dl>

<dt>arg_lst</dt>
<dd>a list of arguments; from, e.g., <code>predictiveness_measure</code></dd>


<dt>type</dt>
<dd>the type of predictiveness, e.g., <code>"r_squared"</code></dd>

</dl>

estimate_type_predictiveness: Estimate Predictiveness Given a Type

Description

Usage

Arguments