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.