Examples Gallery

Leave-One-Covariate-Out (LOCO) feature importance with different regression models

Leave-One-Covariate-Out (LOCO) feature importance with different regression models

Distilled Conditional Randomization Test (dCRT) using Lasso vs Random Forest learners

Distilled Conditional Randomization Test (dCRT) using Lasso vs Random Forest learners

Conditional vs Marginal Importance on the XOR dataset

Conditional vs Marginal Importance on the XOR dataset

Variable Selection Under Model Misspecification

Variable Selection Under Model Misspecification

Knockoff aggregation

Knockoff aggregation

Conditional Randomization Test for Sparse Logistic Regression

Conditional Randomization Test for Sparse Logistic Regression

Pixel-wise inference on digit classification

Pixel-wise inference on digit classification

Coefficient estimates with Desparsified Lasso on the diabetes dataset

Coefficient estimates with Desparsified Lasso on the diabetes dataset

Source localization of somatosensory MEG data

Source localization of somatosensory MEG data

Support Recovery on fMRI Data

Support Recovery on fMRI Data

Controlled multiple variable selection on the Wisconsin breast cancer dataset

Controlled multiple variable selection on the Wisconsin breast cancer dataset

Pitfalls of Permutation Feature Importance (PFI) on the California Housing Dataset

Pitfalls of Permutation Feature Importance (PFI) on the California Housing Dataset

Ensemble Clustered Inference on 2D Data

Ensemble Clustered Inference on 2D Data

Getting Started

Examples to illustrate the basic usage of HiDimStat.

Visualization with HiDimStat

Visualization with HiDimStat

General pipeline to assess feature importance

General pipeline to assess feature importance

Measuring Individual and Group Variable Importance for Classification

Measuring Individual and Group Variable Importance for Classification

Feature Importance using Cross-Validation

Feature Importance using Cross-Validation