Calculate the change in error from baseline model when removing a variable from training data.
1 2 | marginal_vimp_(var, method, x, y, resampling_indices, tuneGrid, trControl,
loss_metric, base_resample_dt, ...)
|
var |
character. variable to remove from training data in order to obtain importance of that variable. |
method |
character string defining method to pass to caret |
x |
data.table containing predictor variables |
y |
vector containing target variable |
resampling_indices |
a list of integer vectors corresponding to the row indices used for each resampling iteration |
tuneGrid |
a data.frame containing hyperparameter values for caret. Should only contain one value for each hyperparameter. Set to NULL if caret method does not have any hyperparameter values. |
trControl |
trainControl object to be passed to caret train. |
loss_metric |
character. Loss metric to evaluate accuracy of model |
base_resample_dt |
"resample" data.frame from caret model object returned from baseline model |
... |
additional arguments to pass to caret train |
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