1 code implementation • 6 Nov 2023 • Brian D. Williamson, Drew King, Ying Huang
However, the performance of a Super Learner using the lasso for dimension reduction has not been fully explored in cases where the lasso is known to perform poorly.
3 code implementations • ICML 2020 • Brian D. Williamson, Jean Feng
The true population-level importance of a variable in a prediction task provides useful knowledge about the underlying data-generating mechanism and can help in deciding which measurements to collect in subsequent experiments.
3 code implementations • 7 Apr 2020 • Brian D. Williamson, Peter B. Gilbert, Noah R. Simon, Marco Carone
In many applications, it is of interest to assess the relative contribution of features (or subsets of features) toward the goal of predicting a response -- in other words, to gauge the variable importance of features.