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Revision as of 14:13, 7 March 2024

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

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    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>.
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    30 November 2023
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    0.0.4
    30 November 2023
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