christophM / interpretable-ml-book

Book about interpretable machine learning
https://christophm.github.io/interpretable-ml-book/
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Introducing effect size in chapter 5.9 #194

Open PhilippPro opened 4 years ago

PhilippPro commented 4 years ago

I think it could be interesting to introduce the concept of "effect size" in chapter 5.9: https://novustat.com/statistik-blog/effektstaerke-berechnen-beta-koeffizient.html

Because the raw value is a very unstandardized way of evaluating the effect of the single features (in the linear regression) and e.g. Cohen's D is easier to interpret.

Edit: I just discovered the package effectsize which do some interesting things.

Currently I am a bit disappointed by the importance measures of RF etc. as you nearly always have collinearity in the independent variables.