maidrr-package
maidrr: Model-Agnostic Interpretable Data-driven suRRogate
mtpl_be
Belgian motor third party liability insurance portfolio
mtpl_fr
French motor third party liability insurance portfolio
This function automates the tuning process involved in steps 1-3 below in order to find the optimal data segmentation and surrogate GLM.
autotune()
Automatic tuning
lambda_grid()
Lambda grid
err_fun() poi_dev() mse() wgt_mse()
err_fun()
poi_dev()
mse()
wgt_mse()
Predefined error functions
rm_lvls()
Drop unused factor levels
insights()
Model insights
get_vi()
Calculate variable importance
plot_vi()
Plot variable importance
get_grid()
Get feature grid
get_pd()
Calculate partial dependence
plot_pd()
Plot partial dependence
interaction_pd()
Pure two-way interaction
interaction_strength()
Calculate interaction strength
segmentation()
Data segmentation
group_pd() group_pd_ckseg() group_pd_ckmns()
group_pd()
group_pd_ckseg()
group_pd_ckmns()
Partial dependence grouping
optimal_ngroups()
Optimal number of groups
surrogate()
Surrogate GLM
explain()
Explain predictions