Regression Learner App - relative weights of variables

Question

lauzof 2023-8-22

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https://ww2.mathworks.cn/matlabcentral/answers/2011417-regression-learner-app-relative-weights-of-variables

回答： lauzof 2023-8-30

Hello everyone,

I've been using the Regression Learner App to train a model. Can anyone tell me how can I check the relative weights that the model assigns to every predictor variable?

thanks a lot,

best,

Laura

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Answer 1

Kevin Holly 2023-8-22

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https://ww2.mathworks.cn/matlabcentral/answers/2011417-regression-learner-app-relative-weights-of-variables#answer_1291637

在 MATLAB Online 中打开

Assuming that you exported your trained model as the variable trainedModel and that you have a linear model, you can access a table that has the coefficient estimates of the predictor variables as such:

trainedModel.LinearModel.Coefficients

You could extract those values by typing:

trainedModel.LinearModel.Coefficients.Estimate

You could also determine which of the predictors seemed to have the most impact by using something like LIME (Local Interpretable Model-Agnostic Explanations).

r=lime(trainedModel.predictFcn,train_data,'type','Regression');
qp=train_data(1,:);
r2=fit(r,qp,3);
plot(r2);

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Kevin Holly 2023-8-23

在 MATLAB Online 中打开

Try this:

load('TrainedRegressionModel.mat')

load('tbl_training.mat')

r = lime(trainedModel.RegressionGP,tbl_training,'Type','regression');

qp=tbl_training(1,:); % This is the query point.

r2=fit(r,qp,4); % You had 4 predictors, so I changed 3 to 4

plot(r2);

r = lime(trainedModel.RegressionGP,tbl_training,'Type','regression');

qp=tbl_training(10,:); % This is the query point.

r2=fit(r,qp,4); % You had 4 predictors, so I changed 3 to 4

plot(r2);

lauzof 2023-8-28

Thanks a lot, Kevin!

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Answer 2

lauzof 2023-8-30

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/2011417-regression-learner-app-relative-weights-of-variables#answer_1296851

Is it possible to find the predictor importance from my model at a global level? something as shown in the first plot of here https://it.mathworks.com/help/stats/lime.plot.html but not for an individual queryPoint

thanks again!

best,

Laura