/CFI_mixedData

Code for paper "Conditional Variable Importance for Mixed Data" by Kristin Blesch, David S. Watson, Marvin N. Wright (2022)

Primary LanguageR

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 1
  • 3.1_sim_power_FDR contains files to reproduce the comparison in terms of power across knockoff samplers in Section 3.1
  • 3.2_sim_FI_comparison contains files to reproduce the comparison between various feature importance metrics in Section 3.2
  • 3.3_real_datacontains the diamonds data set and reproduces Figure 5