hidimstat.LOCO

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

Leave-One-Covariate-Out (LOCO) algorithm as described in CHAMMA et al.[1].

Parameters:
estimator: scikit-learn compatible estimator

The predictive model.

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, loss: callable = <function root_mean_squared_error>, score_proba: bool = False, random_state: int = None, n_jobs: int = 1)

Methods

__init__(estimator[, loss, score_proba, ...])

fit(X, y[, groups])

Fit the estimators on each subset of covariates.

get_metadata_routing()

Get metadata routing of this object.

get_params([deep])

Get parameters for this estimator.

predict(X, y)

Compute the prediction from each subset of covariates using the fitted sub-models.

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.