Multilabel Classification with R Package mlr

We implemented several multilabel classification algorithms in the machine learning package mlr. The implemented methods are binary relevance, classifier chains, nested stacking, dependent binary relevance and stacking, which can be used with any base learner that is accessible in mlr. Moreover, there is access to the multilabel classification versions of randomForestSRC and rFerns. All these methods can be easily compared by different implemented multilabel performance measures and resampling methods in the standardized mlr framework. In a benchmark experiment with several multilabel datasets, the performance of the different methods is evaluated.Comment: 18 pages, 2 figures, to be published in R Journal; reference correcte

Subject-specific Bradley-Terry-Luce Models with Implicit Variable Selection

The Bradley-Terry-Luce (BTL) model for paired comparison data is able to obtain a ranking of the objects that are compared pairwise by subjects. The task of each subject is to make preference decisions in favor of one of the objects. This decision is binary when subjects prefer either the first object or the second object, but can also be ordinal when subjects make their decisions on a Likert scale. Since subject-specific covariates, which reflect characteristics of the subject, may affect the preference decision, it is essential to incorporate subject-specific covariates into the model. However, the inclusion of subject-specific covariates yields a model that contains many parameters and thus estimation becomes challenging. To overcome this problem, we propose a procedure that is able to select and estimate only relevant variables

Decomposing Global Feature Effects Based on Feature Interactions

Global feature effect methods, such as partial dependence plots, provide an intelligible visualization of the expected marginal feature effect. However, such global feature effect methods can be misleading, as they do not represent local feature effects of single observations well when feature interactions are present. We formally introduce generalized additive decomposition of global effects (GADGET), which is a new framework based on recursive partitioning to find interpretable regions in the feature space such that the interaction-related heterogeneity of local feature effects is minimized. We provide a mathematical foundation of the framework and show that it is applicable to the most popular methods to visualize marginal feature effects, namely partial dependence, accumulated local effects, and Shapley additive explanations (SHAP) dependence. Furthermore, we introduce a new permutation-based interaction test to detect significant feature interactions that is applicable to any feature effect method that fits into our proposed framework. We empirically evaluate the theoretical characteristics of the proposed methods based on various feature effect methods in different experimental settings. Moreover, we apply our introduced methodology to two real-world examples to showcase their usefulness

Subject-specific Bradley-Terry-Luce models with implicit variable selection

The Bradley-Terry-Luce (BTL) model for paired comparison data is able to obtain a ranking of the objects that are compared pairwise by subjects. The task of each subject is to make preference decisions in favor of one of the objects. This decision is binary when subjects prefer either the first object or the second object, but can also be ordinal when subjects make their decisions on a Likert scale. Since subject-specific covariates, which reflect characteristics of the subject, may affect the preference decision, it is essential to incorporate subject-specific covariates into the model. However, the inclusion of subject-specific covariates yields a model that contains many parameters and thus estimation becomes challenging. To overcome this problem, we propose a procedure that is able to select and estimate only relevant variables

Algorithm-Agnostic Interpretations for Clustering

A clustering outcome for high-dimensional data is typically interpreted via post-processing, involving dimension reduction and subsequent visualization. This destroys the meaning of the data and obfuscates interpretations. We propose algorithm-agnostic interpretation methods to explain clustering outcomes in reduced dimensions while preserving the integrity of the data. The permutation feature importance for clustering represents a general framework based on shuffling feature values and measuring changes in cluster assignments through custom score functions. The individual conditional expectation for clustering indicates observation-wise changes in the cluster assignment due to changes in the data. The partial dependence for clustering evaluates average changes in cluster assignments for the entire feature space. All methods can be used with any clustering algorithm able to reassign instances through soft or hard labels. In contrast to common post-processing methods such as principal component analysis, the introduced methods maintain the original structure of the features