vip

swMATH35203CRANvipMaRDI QIDQ46912

Variable Importance Plots

Brandon M. Greenwell, Bradley Boehmke

Last update: 21 August 2023

Software version identifier: 0.3.2, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.2.0, 0.2.1, 0.2.2, 0.4.0, 0.4.1

Source code repository: https://github.com/cran/vip

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Description

A general framework for constructing variable importance plots from various types of machine learning models in R. Aside from some standard model- specific variable importance measures, this package also provides model- agnostic approaches that can be applied to any supervised learning algorithm. These include 1) an efficient permutation-based variable importance measure, 2) variable importance based on Shapley values (Strumbelj and Kononenko, 2014) <doi:10.1007/s10115-013-0679-x>, and 3) the variance-based approach described in Greenwell et al. (2018) <arXiv:1805.04755>. A variance-based method for quantifying the relative strength of interaction effects is also included (see the previous reference for details).

Cites work

• Explaining prediction models and individual predictions with feature contributions
• A Simple and Effective Model-Based Variable Importance Measure