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.