hidimstat.CPI

class hidimstat.CPI(estimator, imputation_model, n_permutations: int = 50, loss: callable = <function root_mean_squared_error>, score_proba: bool = False, random_state: int = None, n_jobs: int = 1)

Conditional Permutation Importance (CPI) algorithm. CHAMMA et al.[1] and for group-level see Chamma et al.[2].

Parameters:
estimator: scikit-learn compatible estimator

The predictive model.

imputation_model: scikit-learn compatible estimator or list of estimators

The model(s) used to estimate the covariates. If a single estimator is provided, it will be cloned for each covariate group. Otherwise, a list of potentially different estimators can be provided, the length of the list must match the number of covariate groups.

n_permutations: int, default=50

Number of permutations to perform.

loss: callable, default=root_mean_squared_error

Loss function to evaluate the model performance.

score_proba: bool, default=False

Whether to use the predict_proba method of the estimator.

random_state: int, default=None

Random seed for the permutation.

n_jobs: int, default=1

Number of jobs to run in parallel.

References

__init__(estimator, imputation_model, n_permutations: int = 50, loss: callable = <function root_mean_squared_error>, score_proba: bool = False, random_state: int = None, n_jobs: int = 1)

Methods

__init__(estimator, imputation_model[, ...])

fit(X[, y, groups])

Fit the covariate estimators to predict each group of covariates from the others.

get_metadata_routing()

Get metadata routing of this object.

get_params([deep])

Get parameters for this estimator.

predict(X[, y])

Compute the prediction of the model with perturbed data for each group.

score(X, y)

Compute the importance scores for each group of covariates.

set_fit_request(*[, groups])

Request metadata passed to the fit method.

set_params(**params)

Set the parameters of this estimator.