fmeffects: An R Package for Forward Marginal Effects

Autor: Löwe, Holger, Scholbeck, Christian A., Heumann, Christian, Bischl, Bernd, Casalicchio, Giuseppe
Rok vydání: 2023
Předmět:
Druh dokumentu: Working Paper
Popis: Forward marginal effects (FMEs) have recently been introduced as a versatile and effective model-agnostic interpretation method. They provide comprehensible and actionable model explanations in the form of: If we change $x$ by an amount $h$, what is the change in predicted outcome $\widehat{y}$? We present the R package fmeffects, the first software implementation of FMEs. The relevant theoretical background, package functionality and handling, as well as the software design and options for future extensions are discussed in this paper.
Databáze: arXiv