Implement variable of importance for projections and selectioc raito

[paucablop]

• [ ] Include variables of importance for projections (only works with PLS like models)
• [ ] Include selectivity ratio (only works for PLS like models)

[mdarmstr]

Hi Pau,

It looks like you have this taken care of, but if you are interested in using my code you can take a look here:

https://github.com/mdarmstr/selrpy

https://github.com/mdarmstr/vipy

Not the cleanest code, but I can incorporate if you want something taken off of your todo list.

[paucablop]

Hi Michael!

Very cool that you have made some implementations of both functions 🤩 it will be very useful. So far, I have only started implementing the scikit-learn interface for the selector.

Since these two variable selection methods need the PLS model, I imagine a selector where the model is passed in as an attribute when the object is instantiated, something similar to 1.13.4. Feature selection using SelectFromModel. Then I think we should add a check that the estimator is of PLS type, and raise a exception otherwise.

I will publish my Selector branch, and maybe once I have figured out the sklearn interfaces, would you be interested in collaborating implementing the mathematics of both selectors, and maybe write some unit testing for them?

[mdarmstr]

We can definitely pass the variable selection apparatus as an attribute for the Selector branch. I can see how that would work in a pipeline using external validation data. Do you think we should work towards getting it to talk with the cross validation module as well? https://scikit-learn.org/stable/modules/cross_validation.html

[paucablop]

Yes! absolutely, when we implement the API correctly we will be able to integrate with the CV module too 🤩. There is an example where I used a grid search and CV to find the number of components in the PLS model: https://paucablop.github.io/chemotools/get-started/brewing_regressor.html#training-a-pls-model

[paucablop]

@mdarmstr I have created a branch, we can start implementing there :nerd_face:

[mdarmstr]

Hi Pau,

Sorry I'm just getting around to this, there were some unexpected tasks that arose. I'll try and begin work sometime this week!

[paucablop]

Hi Michael, No worries at all :smile:, there is not rush, I am also busy with other tasks at the moment! Most important is to make sure you have fun coding and enjoy the development experience :smile: :smile: