Relevance-based importance : a comprehensive measure of variable importance in prediction
Megan Czasonis, Mark Kritzman, and David Turkington
| Year of publication: |
[2024] ; This version: September 19, 2024
|
|---|---|
| Authors: | Czasonis, Megan ; Kritzman, Mark ; Turkington, David |
| Publisher: |
[Cambridge, MA] : [MIT Sloan School of Management] |
| Subject: | Adjusted Fit | Collinearity | Conditionality | Fit | Grid Prediction | Information Theory | Informativeness | Linear Regression Analysis | Machine Learning Model | Mahalanobis Distance | Marginal Importance | Relevance | Relevance-based Importance | Relevance-based Prediction | Shapley Value | Similarity | t-statistic | Total Importance | Prognoseverfahren | Forecasting model | Import | Schätztheorie | Estimation theory | Künstliche Intelligenz | Artificial intelligence |