flevr (Q5979431)
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Flexible, Ensemble-Based Variable Selection with Potentially Missing Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | flevr |
Flexible, Ensemble-Based Variable Selection with Potentially Missing Data |
Statements
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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