hidimstat.base_variable_importance.BaseVariableImportance#

class hidimstat.base_variable_importance.BaseVariableImportance[source]#

Bases: BaseEstimator

Base class for variable importance methods.

This class provides a foundation for implementing variable importance methods, including feature selection based on importance scores and p-values.

Attributes:
importances_array-like of shape (n_features,), default=None

The computed importance scores for each feature.

pvalues_array-like of shape (n_features,), default=None

The computed p-values for each feature.

selections_array-like of shape (n_features,), default=None

Binary mask indicating selected features.

Methods

selection(k_best=None, percentile=None, threshold=None, threshold_pvalue=None)

Selects features based on importance scores and/or p-values using various criteria.

_check_importance()

Checks if importance scores and p-values have been computed.

__init__()[source]#
selection(k_best=None, percentile=None, threshold=None, threshold_pvalue=None)[source]#

Selects features based on variable importance. In case several arguments are different from None, the returned selection is the conjunction of all of them.

Parameters:
k_bestint, optional, default=None

Selects the top k features based on importance scores.

percentilefloat, optional, default=None

Selects features based on a specified percentile of importance scores.

thresholdfloat, optional, default=None

Selects features with importance scores above the specified threshold.

threshold_pvaluefloat, optional, default=None

Selects features with p-values below the specified threshold.

Returns:
selectionarray-like of shape (n_features,)

Binary array indicating the selected features.

plot_importance(ax=None, ascending=False, **seaborn_barplot_kwargs)[source]#

Plot feature importances as a horizontal bar plot.

Parameters:
axmatplotlib.axes.Axes or None, (default=None)

Axes object to draw the plot onto, otherwise uses the current Axes.

ascending: bool, default=False

Whether to sort features by ascending importance.

**seaborn_barplot_kwargsadditional keyword arguments

Additional arguments passed to seaborn.barplot. https://seaborn.pydata.org/generated/seaborn.barplot.html

Returns:
axmatplotlib.axes.Axes

The Axes object with the plot.

get_metadata_routing()[source]#

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Returns:
routingMetadataRequest

A MetadataRequest encapsulating routing information.

get_params(deep=True)[source]#

Get parameters for this estimator.

Parameters:
deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:
paramsdict

Parameter names mapped to their values.

set_params(**params)[source]#

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:
**paramsdict

Estimator parameters.

Returns:
selfestimator instance

Estimator instance.

Examples using hidimstat.base_variable_importance.BaseVariableImportance#

Conditional Feature Importance (CFI) on the wine dataset

Conditional Feature Importance (CFI) on the wine dataset

Leave-One-Covariate-Out (LOCO) feature importance with different regression models

Leave-One-Covariate-Out (LOCO) feature importance with different regression models

Distilled Conditional Randomization Test (dCRT) using Lasso vs Random Forest learners

Distilled Conditional Randomization Test (dCRT) using Lasso vs Random Forest learners

Conditional vs Marginal Importance on the XOR dataset

Conditional vs Marginal Importance on the XOR dataset

Variable Selection Under Model Misspecification

Variable Selection Under Model Misspecification

Variable Importance on diabetes dataset

Variable Importance on diabetes dataset

Measuring Individual and Group Variable Importance for Classification

Measuring Individual and Group Variable Importance for Classification

Pitfalls of Permutation Feature Importance (PFI) on the California Housing Dataset

Pitfalls of Permutation Feature Importance (PFI) on the California Housing Dataset