Comments (2)
Hello Thomas
Thanks for a great library!
I am getting good results with the GrootCV procedure and was wondering if you have any work published on this algorithm? I am interested in using it in a study and it would be great to have something to cite :) Otherwise how would you like the library to be cited?
Hi @NicklasXYZ,
Sorry for the delay. I'm glad you found ARFS useful 🙂. No peer-reviewed publication yet. You can cite using the "cite this repository" button on the main page ;)
I supervised one "project thesis" (@kottorov) available here. I'm currently supervising a second master thesis (the defense is mid-Jan). I don't know yet if it will be made publicly available or not.
In summary, the students studied the effect of collinearity and the performance impact it has, in different ways. For any feature selection methods I know, ARFS or Minimal-Optimal, collinearity is problematic. The goal was to quantify and study the robustness. This was initiated on the naive collinearity example NB I wrote at the time.
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Thanks a lot for the reply and the additional information you provided!
I ended up doing things in a slightly different way, but might re-visit the project again in the near future to try it out with arfs :)
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Related Issues (20)
- GrootCV: Extracting average SHAP over all iterations *per sample* in addition to per feature HOT 1
- How to get MRMR into a cross-validation pipeline? HOT 4
- BoostAGroota works wrong with set_config(transform_output="pandas") HOT 1
- Leshy works wrong with categorical features HOT 2
- potential to specify time series splitter HOT 7
- GrootCV is missing class_weight param for muticlass classification HOT 1
- Numba HOT 1
- Consider using FastTreeSHAP? HOT 5
- Ability to pass in a model to GrootCV HOT 7
- arfs.feature_selection module not found HOT 4
- Cannot suppress runtime warning HOT 1
- [BUG] - add a safeguard when there is a single categorical column
- LightGBM bump and folds var HOT 3
- [BUG] User-Specified Threshold for CollinearityThreshold is not Applied. HOT 1
- Leshy fit method always overwrites to importance==shap if fasttreeshap not installed HOT 3
- Issue with Custom Callable Implementation in CollinearityThreshold Class HOT 2
- Issue with Overly Aggressive Feature Removal in CollinearityThreshold Class
- Bug: MinRedundancyMaxRelevance Function Modifies Input DataFrame by Adding target Column HOT 2
- Possible bugs in `CollinearityThreshold` HOT 9
- CollinearityThreshold has the wrong default
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