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Questions tagged [importance]

The importance of an independent variable or predictor in explaining or predicting the outcome of interest.

1 vote
0 answers
21 views

I have a dataset with 18 biomarker features and a target variable. I want to find the features which are having the biggest impact on the target

I Have some disease biomarker datasets that contain 18 biomarker readings from different samples and a target variable which shows presence or absence of disease (features are both categorical and ...
Alex Keir's user avatar
2 votes
2 answers
59 views

Looking for a modification of variable importance in ANCOVA-type glmm

This question is about a statistical concept I think should exist. I would like to know if it has a name and hopefully an R package that will implement it. It is related to variable importance/...
IMH's user avatar
  • 41
0 votes
0 answers
23 views

Test of difference of Coefficients of a same regression [duplicate]

Sir I have run a regression, where I estimated effect of two independent variables A and B on an outcome variable C. How can I compare the regression coefficients of A and B to estimate whether the ...
adarshad's user avatar
1 vote
0 answers
32 views

Rel. contribution of each term to deviance explained (in GAM)

I have seen this and similar questions all over the place, but no really satisfying answers: How can we quantify the contribution that each term in a GAM (using mgcv package) adds to the total ...
user_20201213's user avatar
2 votes
2 answers
68 views

Is feature importance given by decision tree universal?

I'm wondering that if I have a set of features on a fitted classification decision tree with relative low feature importance, would it mean that these features would also be negligible when fitted ...
bachts's user avatar
  • 21
0 votes
0 answers
44 views

Permutation Feature Importance in the Context of Cross Validation

I am considering two apporaches to calculate the mean, std and standard error (se) for ...
Kevin Li's user avatar
  • 103
0 votes
0 answers
22 views

Interpreting Contradictory Results in Bayesian Model Averaging: High Posterior Inclusion Probability with Unclear Effect

In my research, I am utilizing the Bayesian Model Averaging (BMA) methodology to identify the best set of regressors that can predict the outcome variable $y$. My dataset consists of five variables ...
Valerio's user avatar
  • 37
0 votes
0 answers
23 views

Multiple features test to see if 2 populations are similar?

I'm still a bit new to the world of statistics, so I apologize for the naivety of this question. I have three populations each with fifteen features, and I would like to determine if Population C is ...
Bre's user avatar
  • 1
1 vote
0 answers
56 views

Sensitivity analysis of features in a Random Forest Model

I have a built a large Random Forest Classifier and was able to output the feature importance as below: I understand that this importance is a based on mean decreased impurity. But how to interpret ...
Cathy's user avatar
  • 11
1 vote
0 answers
46 views

Non constant Feature Importance [closed]

I have a financial dataset which has 10 years worth of data. The aim is to build a regressor capable of predicting next year sales. So, if I want to predict sales for 2024, I could use data from 2023, ...
Nick's user avatar
  • 101
0 votes
1 answer
54 views

Comparing two groups by the counts of their features

Imagine there are two different groups of individual samples. I know they are different but I don't know why. For example in biology a group of sick individuals and a group of healthy ones. Now for ...
lesolorzanov's user avatar
0 votes
0 answers
29 views

Measuring features effect and importance in Partial Least Square (PLS) regression

Context: it is possible to assess features importance and effect for a model using model-independent scoring techniques such as Partial Dependence (PD) profile, Acculumated Local Effect (ALE) profile, ...
Paul's user avatar
  • 101
2 votes
2 answers
77 views

Why does my neural network consider different features important compared to my decision tree?

I built a neural network and a decision tree using very similar data sets (the only difference was the randomness of selecting the training vs testing set). The variables with the highest shapley ...
Jay's user avatar
  • 41
1 vote
0 answers
40 views

Handling Mixed-Frequency time series data for Feature Selection

I'm currently working on a project where I aim to apply LASSO regularization and conduct variable importance analysis on WTI crude oil prices. My challenge is dealing with datasets that have different ...
Dome's user avatar
  • 21
0 votes
0 answers
19 views

ML models highest marginal impact to improve target variable

when looking at a single observation in a ML model, what is the best way to find which variables to change to make the biggest impact on the target variable? Example 1: in a house price prediction ...
citynorman's user avatar

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