Local Variable Importance measure based on Ceteris Paribus profiles.

This function calculate local importance measure in eight variants. We obtain eight variants measure through the possible options of three parameters such as absolute_deviation, point and density.

local_variable_importance(
  profiles,
  data,
  absolute_deviation = TRUE,
  point = TRUE,
  density = TRUE,
  grid_points = 101
)

Arguments

profiles	data.frame generated by DALEX::predict_profile(), DALEX::individual_profile() or ingredients::ceteris_paribus()
data	data.frame with raw data to model
absolute_deviation	logical parameter, if absolute_deviation = TRUE then measure is calculated as absolute deviation, else is calculated as a root from average squares
point	logical parameter, if point = TRUE then measure is calculated as a distance from f(x), else measure is calculated as a distance from average profiles
density	logical parameter, if density = TRUE then measure is weighted based on the density of variable, else is not weighted
grid_points	maximum number of points for profile calculations, the default values is 101, the same as in ingredients::ceteris_paribus(), if you use a different on, you should also change here

Value

A data.frame of the class local_variable_importance. It's a data.frame with calculated local variable importance measure.

Examples

library("DALEX")
data(apartments)

library("randomForest")
apartments_rf_model <- randomForest(m2.price ~ construction.year + surface +
                                    floor + no.rooms, data = apartments)

explainer_rf <- explain(apartments_rf_model, data = apartmentsTest[,2:5],
                        y = apartmentsTest$m2.price)
#> Preparation of a new explainer is initiated
#>   -> model label       :  randomForest  (  default  )
#>   -> data              :  9000  rows  4  cols 
#>   -> target variable   :  9000  values 
#>   -> predict function  :  yhat.randomForest  will be used (  default  )
#>   -> predicted values  :  numerical, min =  2088.426 , mean =  3515.222 , max =  5384.985  
#>   -> model_info        :  package randomForest , ver. 4.6.14 , task regression (  default  ) 
#>   -> residual function :  difference between y and yhat (  default  )
#>   -> residuals         :  numerical, min =  -1277.025 , mean =  -3.698933 , max =  2085.661  
#>   A new explainer has been created!  

new_apartment <- data.frame(construction.year = 1998, surface = 88, floor = 2L, no.rooms = 3)

profiles <- predict_profile(explainer_rf, new_apartment)


library("vivo")
local_variable_importance(profiles, apartments[,2:5],
                          absolute_deviation = TRUE, point = TRUE, density = TRUE)
#>       variable_name   measure _label_model_
#> 1 construction.year 179.61607  randomForest
#> 2           surface 287.59996  randomForest
#> 3             floor 274.95305  randomForest
#> 4          no.rooms  64.27073  randomForest
#>                                            _label_method_
#> 1 absolute_deviation = TRUE, point = TRUE, density = TRUE
#> 2 absolute_deviation = TRUE, point = TRUE, density = TRUE
#> 3 absolute_deviation = TRUE, point = TRUE, density = TRUE
#> 4 absolute_deviation = TRUE, point = TRUE, density = TRUE

local_variable_importance(profiles, apartments[,2:5],
                          absolute_deviation = TRUE, point = TRUE, density = FALSE)
#>       variable_name   measure _label_model_
#> 1 construction.year 178.67763  randomForest
#> 2           surface 283.38958  randomForest
#> 3             floor 257.88508  randomForest
#> 4          no.rooms  59.82041  randomForest
#>                                             _label_method_
#> 1 absolute_deviation = TRUE, point = TRUE, density = FALSE
#> 2 absolute_deviation = TRUE, point = TRUE, density = FALSE
#> 3 absolute_deviation = TRUE, point = TRUE, density = FALSE
#> 4 absolute_deviation = TRUE, point = TRUE, density = FALSE

local_variable_importance(profiles, apartments[,2:5],
                          absolute_deviation = TRUE, point = FALSE, density = TRUE)
#>       variable_name   measure _label_model_
#> 1 construction.year 132.73394  randomForest
#> 2           surface 299.56126  randomForest
#> 3             floor 212.61949  randomForest
#> 4          no.rooms  66.79469  randomForest
#>                                             _label_method_
#> 1 absolute_deviation = TRUE, point = FALSE, density = TRUE
#> 2 absolute_deviation = TRUE, point = FALSE, density = TRUE
#> 3 absolute_deviation = TRUE, point = FALSE, density = TRUE
#> 4 absolute_deviation = TRUE, point = FALSE, density = TRUE