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bonStats / tidytreatment

Tidy methods for Bayesian treatment effect models
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Better variable importance indices #8

Open bonStats opened 3 years ago

bonStats commented 3 years ago

Could potentially use Sobol indices: https://arxiv.org/abs/2005.13622

There is an implementation of this method here: https://bitbucket.org/mpratola/openbt/src/master/

https://bitbucket.org/mpratola/openbt/src/master/src/sobol.cpp

This method does not require refitting the BART mdoels

bonStats commented 3 years ago

bartMachine currently has built in covariate and interaction importance: https://github.com/kapelner/bartMachine/blob/master/bartMachine/R/bart_package_variable_selection.R based on https://arxiv.org/abs/1310.4887

bonStats commented 3 years ago

https://arxiv.org/abs/2108.04310 interaction visualisations

bonStats commented 1 year ago

https://arxiv.org/abs/2210.11391 more variable importance work

schelhorn commented 1 year ago

See also Alan's new {bartMan} package (especially the variable importance section a the the end of the vignette) as well as the 2021 paper from the same author "Visualizations for Bayesian Additive Regression Trees" that also covers variable importance metrics.