Estimates the importance of each feature in the model object

Estimates the importance of each feature in the model object

Usage

estimateFeatureImportance(
  mod,
  X,
  y,
  clf,
  attribute = "unpenalized_fit_",
  plot.importance = FALSE
)

Arguments

mod:

a model object

X:

the data matrix with variables in the rows and observations in the columns

y:

the response vector

clf:

the classifier parameter object

attribute:

which attribute should be used to compute the importance (default:unpenalized_fit_)

plot.importance:

should the function plot the improtance of the features (default:FALSE)

Value

a model object with the importance of each feature computed. Negative importance of a feature means that the feature is not beneficial.