importance.pre: Calculate importances of baselearners and input variables in...

In pre: Prediction Rule Ensembles

Calculate importances of baselearners and input variables in a prediction rule ensemble (pre)

Description

importance.pre calculates importances for rules, linear terms and input variables in the prediction rule ensemble (pre), and creates a bar plot of variable importances.

Usage

## S3 method for class 'pre'
importance(
  x,
  standardize = FALSE,
  global = TRUE,
  penalty.par.val = "lambda.1se",
  gamma = NULL,
  quantprobs = c(0.75, 1),
  round = NA,
  plot = TRUE,
  ylab = "Importance",
  main = "Variable importances",
  abbreviate = 10L,
  diag.xlab = TRUE,
  diag.xlab.hor = 0,
  diag.xlab.vert = 2,
  cex.axis = 1,
  legend = "topright",
  ...
)

Arguments

x	an object of class pre
standardize	logical. Should baselearner importances be standardized with respect to the outcome variable? If TRUE, baselearner importances have a minimum of 0 and a maximum of 1. Only used for ensembles with numeric (non-count) response variables.
global	logical. Should global importances be calculated? If FALSE, local importances will be calculated, given the quantiles of the predictions F(x) in quantprobs.
penalty.par.val	character or numeric. Value of the penalty parameter \lambda to be employed for selecting the final ensemble. The default "lambda.min" employs the \lambda value within 1 standard error of the minimum cross-validated error. Alternatively, "lambda.min" may be specified, to employ the \lambda value with minimum cross-validated error, or a numeric value >0 may be specified, with higher values yielding a sparser ensemble. To evaluate the trade-off between accuracy and sparsity of the final ensemble, inspect pre_object$glmnet.fit and plot(pre_object$glmnet.fit).
gamma	Mixing parameter for relaxed fits. See coef.cv.glmnet.
quantprobs	optional numeric vector of length two. Only used when global = FALSE. Probabilities for calculating sample quantiles of the range of F(X), over which local importances are calculated. The default provides variable importances calculated over the 25% highest values of F(X).
round	integer. Number of decimal places to round numeric results to. If NA (default), no rounding is performed.
plot	logical. Should variable importances be plotted?
ylab	character string. Plotting label for y-axis. Only used when plot = TRUE.
main	character string. Main title of the plot. Only used when plot = TRUE.
abbreviate	integer or logical. Number of characters to abbreviate x axis names to. If FALSE, no abbreviation is performed.
diag.xlab	logical. Should variable names be printed diagonally (that is, in a 45 degree angle)? Alternatively, variable names may be printed vertically by specifying diag.xlab = FALSE and las = 2.
diag.xlab.hor	numeric. Horizontal adjustment for lining up variable names with bars in the plot if variable names are printed diagonally.
diag.xlab.vert	positive integer. Vertical adjustment for position of variable names, if printed diagonally. Corresponds to the number of character spaces added after variable names.
cex.axis	numeric. The magnification to be used for axis annotation relative to the current setting of cex.
legend	logical or character. Should legend be plotted for multinomial or multivariate responses and if so, where? Defaults to "topright", which puts the legend in the top-right corner of the plot. Alternatively, "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right", "center" and FALSE (which omits the legend) can be specified.
...	further arguments to be passed to barplot (only used when plot = TRUE).

Details

See also sections 6 and 7 of Friedman & Popecus (2008).

Value

A list with two dataframes: $baseimps, giving the importances for baselearners in the ensemble, and $varimps, giving the importances for all predictor variables.

References

Fokkema, M. (2020). Fitting prediction rule ensembles with R package pre. Journal of Statistical Software, 92(12), 1-30. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v092.i12")}

Fokkema, M. & Strobl, C. (2020). Fitting prediction rule ensembles to psychological research data: An introduction and tutorial. Psychological Methods 25(5), 636-652. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1037/met0000256")}, https://arxiv.org/abs/1907.05302

Friedman, J. H., & Popescu, B. E. (2008). Predictive learning via rule ensembles. The Annals of Applied Statistics, 2(3), 916-954 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/07-AOAS148")}.

See Also

pre

Examples

set.seed(42)
airq.ens <- pre(Ozone ~ ., data = airquality[complete.cases(airquality),])
# calculate global importances:
importance(airq.ens)
# calculate local importances (default: over 25% highest predicted values):
importance(airq.ens, global = FALSE)
# calculate local importances (custom: over 25% lowest predicted values):
importance(airq.ens, global = FALSE, quantprobs = c(0, .25))

pre documentation built on May 29, 2024, 5:10 a.m.