Systems and techniques for determining the predictive value of a feature
Abstract:
A method for determining the predictive value of a feature may include: (a) performing predictive modeling procedures associated with respective predictive models, wherein performing each modeling procedure includes fitting the associated model to an initial dataset representing an initial prediction problem; (b) determining a first accuracy score of each of the fitted models, representing an accuracy with which the fitted model predicts an outcome of the initial prediction problem; (c) shuffling values of a feature across observations included in the initial dataset, thereby generating a modified dataset representing a modified prediction problem; (d) determining a second accuracy score of each of the fitted models, representing an accuracy with which the fitted model predicts an outcome of the modified prediction problem; and (e) determining a model-specific predictive value of the feature for each of the fitted models based on the first and second accuracy scores of the fitted model.
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