151 citations · 692 across the 40 of their papers we have counts for
5 papers · 1 filter
Purifying Interaction Effects with the Functional ANOVA: An Efficient Algorithm for Recovering Identifiable Additive Models
Benjamin Lengerich, Sarah Tan, Chun-Hao Chang +2
Models which estimate main effects of individual variables alongside interaction effects have an identifiability challenge: effects can be freely moved between main effects and int…
Unrestricted Permutation forces Extrapolation: Variable Importance Requires at least One More Model, or There Is No Free Variable Importance
Giles Hooker, Lucas Mentch, Siyu Zhou
This paper reviews and advocates against the use of permute-and-predict (PaP) methods for interpreting black box functions. Methods such as the variable importance measures propose…
Tree Boosted Varying Coefficient Models
Yichen Zhou, Giles Hooker
This paper investigates the integration of gradient boosted decision trees and varying coefficient models. We introduce the tree boosted varying coefficient framework which justifi…
Unbiased Measurement of Feature Importance in Tree-Based Methods
Zhengze Zhou, Giles Hooker
We propose a modification that corrects for split-improvement variable importance measures in Random Forests and other tree-based methods. These methods have been shown to be biase…
The Jensen Effect and Functional Single Index Models: Estimating the Ecological Implications of Nonlinear Reaction Norms
Zi Ye, Giles Hooker, Stephen Ellner
This paper develops tools to characterize how species are affected by environmental variability, based on a functional single index model relating a response such as growth rate or…