app_minus_test_thresh_weighted_sum: Weight feature importance sum on the basis of overfitting

Description Usage Arguments Value

View source: R/run_cross_validation.R

Description

When calculating feature importance by tallying the number of times a feature is in a sibling within and then across k-cv iterations, weight the tally by the overfitting seen in the iteration, as measured by app_cor - test_cor

Usage

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app_minus_test_thresh_weighted_sum(
  k_cv_res,
  feature_importance_mat,
  k,
  penalty = 5
)

Arguments

k_cv_res

result from run_cross_validation (called with condensed_output = TRUE)

feature_importance_mat

feature importance values from each kTSCR iteration derived from how many times a feature was seen in a sibling

k

k number of cross validation iterations, passed from run_cross_validation function

penalty

a penalty used in the weighting. A (potential) hyperparameter. Default is 5.

Value

numeric vector of weighted feature importance sums


mdkessler/kTSCR documentation built on Feb. 25, 2021, 10:31 p.m.