README.md

In breather/brightbox: Peek into any blackbox learner (including ensembles)

brightbox

Documentation

https://github.com/breather/brightbox/blob/master/inst/doc/brightbox.pdf

Installation

require(devtools) 
install_github("breather/brightbox")

About

Brightbox is an R package that tackles the problem of determining variable importance in the context of supervised machine learning. Traditional variable importance methods often rely on theoretical assumptions that fail to hold in the real world.

Brightbox is guided by a "learner agnostic" philosophy:

1. The end user can specify any caret method as the supervised learning algorithm.
2. All measures of importance are based on looking at empirical changes when a variable is removed or changed in some way.

Sources

Paper describing motivation for calculate_marginal_vimp: https://arxiv.org/pdf/1701.04944v4.pdf

breather/brightbox documentation built on May 13, 2019, 5:04 a.m.