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FeatureImp uses the median to aggregate the results of multiple permutations, which seems to be rather unusual (although I'm aware of the benefits of using a robust estimator). As far as I can tell, averaging is used in both the statistical literature, e.g. Strobl et al., and other implementations, e.g. the ingredients::feature_importance() function or the cforest, if I interpret the code correctly....
Thanks for considering this possible change or enhancement, and thanks for contributing this great package!
The text was updated successfully, but these errors were encountered:
FeatureImp uses the median to aggregate the results of multiple permutations, which seems to be rather unusual (although I'm aware of the benefits of using a robust estimator). As far as I can tell, averaging is used in both the statistical literature, e.g. Strobl et al., and other implementations, e.g. the ingredients::feature_importance() function or the cforest, if I interpret the code correctly....
Thanks for considering this possible change or enhancement, and thanks for contributing this great package!
The text was updated successfully, but these errors were encountered: