score_cooksdistance: Score based on Cooks Distance

In auditor: Model Audit - Verification, Validation, and Error Analysis

Score based on Cooks Distance

Description

Cook’s distance are used for estimate of the influence of an single observation.

Usage

score_cooksdistance(object, verbose = TRUE, ...)

scoreCooksDistance(object, verbose = TRUE)

Arguments

object	An object of class explainer created with function explain from the DALEX package.
verbose	If TRUE progress is printed.
...	Other arguments dependent on the type of score.

Details

Cook’s distance is a tool for identifying observations that may negatively affect the model. They may be also used for indicating regions of the design space where it would be good to obtain more observations. Data points indicated by Cook’s distances are worth checking for validity.

Cook’s Distances are calculated by removing the i-th observation from the data and recalculating the model. It shows how much all the values in the model change when the i-th observation is removed.

Models of classes other than lm and glm the distances are computed directly from the definition, so this may take a while.

Value

A vector of Cook's distances for each observation.

numeric vector

See Also

score

Examples

dragons <- DALEX::dragons[1:100, ]

# fit a model
model_lm <- lm(life_length ~ ., data = dragons)

# create an explainer
lm_audit <- audit(model_lm, data = dragons, y = dragons$life_length)

# calculate score
score_cooksdistance(lm_audit)

auditor documentation built on Nov. 2, 2023, 6:13 p.m.