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<h1 class="title toc-ignore">Regime changes</h1>
<h4 class="author">Francisco Bischoff</h4>
<h4 class="date">on October 04, 2023</h4>
<h4 class="date">on November 30, 2023</h4>

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Expand Down Expand Up @@ -425,7 +425,7 @@ <h4 class="date">on October 04, 2023</h4>
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<strong>Last updated:</strong> 2023-10-04
<strong>Last updated:</strong> 2023-11-30
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<strong>Checks:</strong>
Expand Down Expand Up @@ -553,20 +553,20 @@ <h4 class="date">on October 04, 2023</h4>
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<strong>Repository version:</strong> <a href="https://github.com/franzbischoff/false.alarm/tree/d34d2ab00bf3b0588362a0ca9660501e79b786b7" target="_blank">d34d2ab</a>
<strong>Repository version:</strong> <a href="https://github.com/franzbischoff/false.alarm/tree/c772fa09b420cee4c915f894088679aa4c0ea41b" target="_blank">c772fa0</a>
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Great! You are using Git for version control. Tracking code development and
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The results in this page were generated with repository version <a href="https://github.com/franzbischoff/false.alarm/tree/c772fa09b420cee4c915f894088679aa4c0ea41b" target="_blank">c772fa0</a>.
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<h3><span class="header-section-number">1.3.3</span> Importance analysis</h3>
<p>Using the three techniques above simultaneously allows a broad comparison of the model behavior<span class="citation"><sup><a href="#ref-Greenwell2020" role="doc-biblioref">4</a></sup></span>. All three methods are model-agnostic (separates interpretation from the model), but as we have seen above, each method has its advantages and disadvantages<span class="citation"><sup><a href="#ref-Molnar2022" role="doc-biblioref">5</a></sup></span>.</p>
<p>Fig. <a href="#fig:importance">1.5</a> then shows the variable importance using three methods: Feature Importance Ranking Measure (FIRM) using Individual Conditional Expectation (ICE), Permutation-based, and Shapley Additive explanations (SHAP). The first line of this figure shows that the interaction between <code>mp_threshold</code> and <code>window_size</code> obscures the results, where except for <code>time_constraint</code>, the other variables have similar importance. In the second line, the most important feature that all three methods agree on is the <code>regime_threshold</code>.</p>
<pre><code>Warning: Removed 31 rows containing non-finite values (`stat_boxplot()`).</code></pre>
<div class="figure" style="text-align: center"><span style="display:block;" id="fig:importance"></span>
<img src="figure/regime_optimize.Rmd/importance-1.svg" alt="Variables importances using three different methods. A) Feature Importance Ranking Measure using ICE curves. B) Permutation method. C) SHAP (400 iterations). Line 1 refers to the original fit, and line 2 to the re-fit, taking into account the interactions between variables (Fig. \@ref(fig:interaction))." width="100%" />
<img src="figure/regime_optimize.Rmd/importance-1.svg" alt="Variables importances using three different methods. A) Feature Importance Ranking Measure using ICE curves. B) Permutation method. C) SHAP (100 iterations). Line 1 refers to the original fit, and line 2 to the re-fit, taking into account the interactions between variables (Fig. \@ref(fig:interaction))." width="100%" />
<p class="caption">
Figure 1.5: Variables importances using three different methods. A) Feature Importance Ranking Measure using ICE curves. B) Permutation method. C) SHAP (400 iterations). Line 1 refers to the original fit, and line 2 to the re-fit, taking into account the interactions between variables (Fig. <a href="#fig:interaction">1.4</a>).
Figure 1.5: Variables importances using three different methods. A) Feature Importance Ranking Measure using ICE curves. B) Permutation method. C) SHAP (100 iterations). Line 1 refers to the original fit, and line 2 to the re-fit, taking into account the interactions between variables (Fig. <a href="#fig:interaction">1.4</a>).
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collate en_US.UTF-8
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date 2023-11-30
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─ Packages ───────────────────────────────────────────────────────────────────
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knitr 1.43 2023-05-25 [1] CRAN (R 4.3.0)
labeling 0.4.2 2020-10-20 [1] CRAN (R 4.3.0)
later 1.3.1 2023-05-02 [1] CRAN (R 4.3.1)
lattice 0.21-8 2023-04-05 [2] CRAN (R 4.3.0)
lattice 0.22-5 2023-10-24 [2] CRAN (R 4.3.1)
lava 1.7.2.1 2023-02-27 [1] CRAN (R 4.3.0)
lhs 1.1.6 2022-12-17 [1] CRAN (R 4.3.0)
lifecycle 1.0.3 2022-10-07 [1] CRAN (R 4.3.1)
listenv 0.9.0 2022-12-16 [1] CRAN (R 4.3.0)
lubridate 1.9.2 2023-02-10 [1] CRAN (R 4.3.0)
magrittr 2.0.3 2022-03-30 [1] CRAN (R 4.3.1)
MASS 7.3-60 2023-05-04 [2] CRAN (R 4.3.1)
Matrix 1.6-0 2023-07-08 [2] CRAN (R 4.3.1)
Matrix 1.6-1.1 2023-09-18 [2] CRAN (R 4.3.1)
memoise 2.0.1 2021-11-26 [1] CRAN (R 4.3.0)
mgcv 1.9-0 2023-07-11 [2] CRAN (R 4.3.1)
mime 0.12 2021-09-28 [1] CRAN (R 4.3.0)
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remotes 2.4.2.1 2023-07-18 [1] CRAN (R 4.3.1)
renv 0.17.3 2023-04-06 [1] CRAN (R 4.3.1)
rlang 1.1.1 2023-04-28 [1] CRAN (R 4.3.0)
rmarkdown 2.23.4 2023-08-13 [1] Github (rstudio/rmarkdown@054d735)
rpart 4.1.19 2022-10-21 [2] CRAN (R 4.3.0)
rmarkdown 2.25.1 2023-10-10 [1] Github (rstudio/rmarkdown@65a352e)
rpart 4.1.21 2023-10-09 [2] CRAN (R 4.3.1)
rprojroot 2.0.3 2022-04-02 [1] CRAN (R 4.3.1)
rsample 1.1.1 2022-12-07 [1] CRAN (R 4.3.0)
rstudioapi 0.15.0 2023-07-07 [1] CRAN (R 4.3.1)
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signal 0.7-7 2021-05-25 [1] CRAN (R 4.3.0)
stringi 1.7.12 2023-01-11 [1] CRAN (R 4.3.1)
stringr 1.5.0 2022-12-02 [1] CRAN (R 4.3.1)
survival 3.5-5 2023-03-12 [2] CRAN (R 4.3.1)
survival 3.5-7 2023-08-14 [2] CRAN (R 4.3.1)
svglite 2.1.1.9000 2023-05-05 [1] Github (r-lib/svglite@6c1d359)
sys 3.4.2 2023-05-23 [1] CRAN (R 4.3.1)
systemfonts 1.0.4 2022-02-11 [1] CRAN (R 4.3.0)
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