bdwilliamson/flevr: Flexible, Ensemble-Based Variable Selection with Potentially Missing Data

Perform variable selection in settings with possibly missing data based on extrinsic (algorithm-specific) and intrinsic (population-level) variable importance. Uses a Super Learner ensemble to estimate the underlying prediction functions that give rise to estimates of variable importance. For more information about the methods, please see Williamson and Huang (2023+) <arXiv:2202.12989>.

install.packages("remotes")
remotes::install_github("bdwilliamson/flevr")