missRanger - Fast Imputation of Missing Values

Alternative implementation of the beautiful 'MissForest' algorithm used to impute mixed-type data sets by chaining random forests, introduced by Stekhoven, D.J. and Buehlmann, P. (2012) <doi:10.1093/bioinformatics/btr597>. Under the hood, it uses the lightning fast random forest package 'ranger'. Between the iterative model fitting, we offer the option of using predictive mean matching. This firstly avoids imputation with values not already present in the original data (like a value 0.3334 in 0-1 coded variable). Secondly, predictive mean matching tries to raise the variance in the resulting conditional distributions to a realistic level. This would allow, e.g., to do multiple imputation when repeating the call to missRanger(). Out-of-sample application is supported as well.

Last updated 3 months ago

imputationmachine-learningmissing-valuesrandom-forest

11.08 score 63 stars 5 packages 203 scripts 2.6k downloads

shapviz - SHAP Visualizations

Visualizations for SHAP (SHapley Additive exPlanations), such as waterfall plots, force plots, various types of importance plots, dependence plots, and interaction plots. These plots act on a 'shapviz' object created from a matrix of SHAP values and a corresponding feature dataset. Wrappers for the R packages 'xgboost', 'lightgbm', 'fastshap', 'shapr', 'h2o', 'treeshap', 'DALEX', and 'kernelshap' are added for convenience. By separating visualization and computation, it is possible to display factor variables in graphs, even if the SHAP values are calculated by a model that requires numerical features. The plots are inspired by those provided by the 'shap' package in Python, but there is no dependency on it.

Last updated 7 days ago

explainable-aimachine-learningshapshapley-valuevisualizationxai

9.84 score 78 stars 205 scripts 3.4k downloads

confintr - Confidence Intervals

Calculates classic and/or bootstrap confidence intervals for many parameters such as the population mean, variance, interquartile range (IQR), median absolute deviation (MAD), skewness, kurtosis, Cramer's V, odds ratio, R-squared, quantiles (incl. median), proportions, different types of correlation measures, difference in means, quantiles and medians. Many of the classic confidence intervals are described in Smithson, M. (2003, ISBN: 978-0761924999). Bootstrap confidence intervals are calculated with the R package 'boot'. Both one- and two-sided intervals are supported.

Last updated 4 months ago

bootstrapconfidence-intervalsstatistical-inferencestatistics

8.77 score 15 stars 16 packages 89 scripts 9.3k downloads

kernelshap - Kernel SHAP

Efficient implementation of Kernel SHAP, see Lundberg and Lee (2017), and Covert and Lee (2021) <http://proceedings.mlr.press/v130/covert21a>. Furthermore, for up to 14 features, exact permutation SHAP values can be calculated. The package plays well together with meta-learning packages like 'tidymodels', 'caret' or 'mlr3'. Visualizations can be done using the R package 'shapviz'.

Last updated 3 months ago

explainable-aiinterpretabilityinterpretable-machine-learningmachine-learningshapxai

8.27 score 39 stars 16 packages 110 scripts 1.1k downloads

splitTools - Tools for Data Splitting

Fast, lightweight toolkit for data splitting. Data sets can be partitioned into disjoint groups (e.g. into training, validation, and test) or into (repeated) k-folds for subsequent cross-validation. Besides basic splits, the package supports stratified, grouped as well as blocked splitting. Furthermore, cross-validation folds for time series data can be created. See e.g. Hastie et al. (2001) <doi:10.1007/978-0-387-84858-7> for the basic background on data partitioning and cross-validation.

Last updated 4 months ago

cross-validationmachine-learningtime-seriesvalidation

7.98 score 12 stars 4 packages 155 scripts 1.1k downloads

MetricsWeighted - Weighted Metrics and Performance Measures for Machine Learning

Provides weighted versions of several metrics and performance measures used in machine learning, including average unit deviances of the Bernoulli, Tweedie, Poisson, and Gamma distributions, see Jorgensen B. (1997, ISBN: 978-0412997112). The package also contains a weighted version of generalized R-squared, see e.g. Cohen, J. et al. (2002, ISBN: 978-0805822236). Furthermore, 'dplyr' chains are supported.

Last updated 4 months ago

machine-learningmetricsperformancestatistics

7.16 score 11 stars 4 packages 70 scripts 1.0k downloads

flashlight - Shed Light on Black Box Machine Learning Models

Shed light on black box machine learning models by the help of model performance, variable importance, global surrogate models, ICE profiles, partial dependence (Friedman J. H. (2001) <doi:10.1214/aos/1013203451>), accumulated local effects (Apley D. W. (2016) <arXiv:1612.08468>), further effects plots, interaction strength, and variable contribution breakdown (Gosiewska and Biecek (2019) <arxiv:1903.11420>). All tools are implemented to work with case weights and allow for stratified analysis. Furthermore, multiple flashlights can be combined and analyzed together.

Last updated 4 months ago

interpretabilityinterpretable-machine-learningmachine-learningxai

6.69 score 22 stars 1 packages 50 scripts 607 downloads

hstats - Interaction Statistics

Fast, model-agnostic implementation of different H-statistics introduced by Jerome H. Friedman and Bogdan E. Popescu (2008) <doi:10.1214/07-AOAS148>. These statistics quantify interaction strength per feature, feature pair, and feature triple. The package supports multi-output predictions and can account for case weights. In addition, several variants of the original statistics are provided. The shape of the interactions can be explored through partial dependence plots or individual conditional expectation plots. 'DALEX' explainers, meta learners ('mlr3', 'tidymodels', 'caret') and most other models work out-of-the-box.

Last updated 3 months ago

interactioninterpretabilitymachine-learningrstatstatisticsxai

5.76 score 24 stars 34 scripts 329 downloads

outForest - Multivariate Outlier Detection and Replacement

Provides a random forest based implementation of the method described in Chapter 7.1.2 (Regression model based anomaly detection) of Chandola et al. (2009) <doi:10.1145/1541880.1541882>. It works as follows: Each numeric variable is regressed onto all other variables by a random forest. If the scaled absolute difference between observed value and out-of-bag prediction of the corresponding random forest is suspiciously large, then a value is considered an outlier. The package offers different options to replace such outliers, e.g. by realistic values found via predictive mean matching. Once the method is trained on a reference data, it can be applied to new data.

Last updated 4 months ago

machine-learningoutlieroutlier-analysisoutlier-detectionrandom-forest

5.55 score 13 stars 18 scripts 221 downloads

effectplots - Effect Plots

High-performance implementation of various effect plots useful for regression and probabilistic classification tasks. The package includes partial dependence plots (Friedman, 2021, <doi:10.1214/aos/1013203451>), accumulated local effect plots and M-plots (both from Apley and Zhu, 2016, <doi:10.1111/rssb.12377>), as well as plots that describe the statistical associations between model response and features. It supports visualizations with either 'ggplot2' or 'plotly', and is compatible with most models, including 'Tidymodels', models wrapped in 'DALEX' explainers, or models with case weights.

Last updated 9 hours ago

machine-learningregressionxai

4.24 score 5 stars 3 scripts 79 downloads