Conditional Feature Importance for Mixed Data
This repository provides code to reproduce results in the paper "Conditional Feature Importance for Mixed Data" by Kristin Blesch, David S. Watson and Marvin N. Wright (2022)
The folder structure is as follows:
1_sim_marginal_vs_conditional
reproduces Figure 13.1_sim_power_FDR
contains files to reproduce the comparison in terms of power across knockoff samplers in Section 3.13.2_sim_FI_comparison
contains files to reproduce the comparison between various feature importance metrics in Section 3.23.3_real_data
contains the diamonds data set and reproduces Figure 5