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email = "[email protected]") | ||
Depends: | ||
R (>= 3.5.0) | ||
Description: This R package introduces an innovative method for calculating SHapley Additive | ||
exPlanations (SHAP) values for a grid of fine-tuned base-learner machine learning | ||
models as well as stacked ensembles, a method not previously available due to the | ||
Description: This R package introduces Weighted Mean SHapley Additive exPlanations (WMSHAP), | ||
an innovative method for calculating SHAP values for a grid of fine-tuned base-learner machine | ||
learning models as well as stacked ensembles, a method not previously available due to the | ||
common reliance on single best-performing models. By integrating the weighted mean | ||
SHAP values from individual base-learners comprising the ensemble or individual | ||
base-learners in a tuning grid search, the package weights SHAP contributions | ||
according to each model's performance, assessed by the Area Under the Precision-Recall | ||
Curve (AUCPR) for binary classifiers (currently implemented). It further extends this | ||
framework to implement weighted confidence intervals for weighted mean SHAP values, | ||
offering a more comprehensive and robust feature importance evaluation over a grid of | ||
machine learning models, instead of solely computing SHAP values for the best model. | ||
This methodology is particularly beneficial for addressing the severe class imbalance | ||
(class rarity) problem by providing a transparent, generalized measure of feature | ||
importance that mitigates the risk of reporting SHAP values for an overfitted or | ||
biased model and maintains robustness under severe class imbalance, where there is no | ||
universal criteria of identifying the absolute best model. Furthermore, the package | ||
implements hypothesis testing to ascertain the statistical significance of SHAP values | ||
for individual features, as well as comparative significance testing of SHAP | ||
contributions between features. Additionally, it tackles a critical gap in feature | ||
selection literature by presenting criteria for the automatic feature selection of the | ||
most important features across a grid of models or stacked ensembles, eliminating the | ||
need for arbitrary determination of the number of top features to be extracted. This | ||
utility is invaluable for researchers analyzing feature significance, particularly | ||
within severely imbalanced outcomes where conventional methods fall short. Moreover, | ||
it is also expected to report democratic feature importance across a grid of models, | ||
resulting in a more comprehensive and generalizable feature selection. The package | ||
further implements a novel method for visualizing SHAP values both at subject level | ||
and feature level as well as a plot for feature selection based on the weighted mean | ||
SHAP ratios. | ||
according to each model's performance, assessed by multiple either R squared | ||
(for both regression and classification models). alternatively, this software | ||
also offers weighting SHAP values based on the area under the precision-recall | ||
curve (AUCPR), the area under the curve (AUC), and F2 measures for binary classifiers. | ||
It further extends this framework to implement weighted confidence intervals for | ||
weighted mean SHAP values, offering a more comprehensive and robust feature importance | ||
evaluation over a grid of machine learning models, instead of solely computing SHAP | ||
values for the best model. This methodology is particularly beneficial for addressing | ||
the severe class imbalance (class rarity) problem by providing a transparent, | ||
generalized measure of feature importance that mitigates the risk of reporting | ||
SHAP values for an overfitted or biased model and maintains robustness under severe | ||
class imbalance, where there is no universal criteria of identifying the absolute | ||
best model. Furthermore, the package implements hypothesis testing to ascertain the | ||
statistical significance of SHAP values for individual features, as well as | ||
comparative significance testing of SHAP contributions between features. Additionally, | ||
it tackles a critical gap in feature selection literature by presenting criteria for | ||
the automatic feature selection of the most important features across a grid of models | ||
or stacked ensembles, eliminating the need for arbitrary determination of the number | ||
of top features to be extracted. This utility is invaluable for researchers analyzing | ||
feature significance, particularly within severely imbalanced outcomes where | ||
conventional methods fall short. Moreover, it is also expected to report democratic | ||
feature importance across a grid of models, resulting in a more comprehensive and | ||
generalizable feature selection. The package further implements a novel method for | ||
visualizing SHAP values both at subject level and feature level as well as a plot | ||
for feature selection based on the weighted mean SHAP ratios. | ||
License: MIT + file LICENSE | ||
Encoding: UTF-8 | ||
Imports: | ||
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