Addition of LMDI+ Code #217
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Looks good to me -- I'll merge it in for now but yeah might be good to add some docs somewhere so people better know how to use it. I worry that the feat importance stuff gets overlooked in this package because most folks use it for building models. If yall are gonna go down this line for a while (MDI+, SPEX, etc.), might be good to split off into a separate package specifically focused on feat/interaction importance |
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Our recent Yu Group paper (Zhongyuan Liang, Abhi Agarwal, Tiffany Tang, Bin Yu, and myself) builds off of MDI+ to build a local feature importance measure (Local MDI+). The provided code does not change any existing imodels source code, but rather adds the capability to get local feature importance scores on an RF+, similar to how MDI+ is implemented. If needed, I am happy to add any docs that you feel would be beneficial!