importance_pamr: Feature importance of nearest shrunken centroids.

In emil: Evaluation of Modeling without Information Leakage

Description

Calculated as the absolute difference between the overall centroid and a class-wise shrunken centroid (which is the same for both classes except sign).

Usage

importance_pamr(object, threshold, thres_fun = max, ...)

Arguments

object	Fitted pamr classifier
threshold	Threshold to use for classification. This argument is only needed if you want to override the value set during model fitting.
thres_fun	Threshold selection function. Only needed if you want to override the function set during model fitting.
...	Sent to pamr.predict.

Details

In case multiple thresholds give the same error the largest one is chosen (i.e. the one keeping the fewest features).

Value

A data frame of feature importance scores.

Author(s)

Christofer Bäcklin

See Also

emil, fit_pamr, predict_pamr, modeling_procedure

emil documentation built on Aug. 1, 2018, 1:03 a.m.