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extend code to feature groups

correct me if I'm wrong, but I don't believe the current code is setup to calculate values for feature groups.

Can you confirm I'm understanding this correctly? To extend the code for groups, we would want to select subsets over feature groups rather than individual features. Then when measuring predictiveness, we include all features that are part of the selected feature groups. So for example, if we have groups:

vitals = [blood_pressure, heart_rate]
labs = [sodium, potassium, sugar]
diagnoses = [kidney, heart, liver]

If S = [0, 1], then we train a model with blood_pressure, heart rate, sodium, potassium, and sugar.

Would we need to normalize anything?

Warning when using "vim" for groups of covariates

Hello - I am trying to use your package for an analysis. I loaded the "Boston" dataset and tried running the "vim" function for groups of covariates. I get the following warning:

**> neigh.vim <- vim(full.fit, fit ~ x, data = Boston3, y = Boston3$medv,

  •              s = c(1, 2, 3, 4, 10, 11, 12, 13), SL.library = learners.2)
    

Warning messages:
1: In if (standardized) { :
the condition has length > 1 and only the first element will be used
2: In if (standardized) { :
the condition has length > 1 and only the first element will be used
3: In if (standardized) { :
the condition has length > 1 and only the first element will be used**

Would appreciate your advice on whether this is something to worry about.

Best,

Installation of version 2.1 and errors in spvim()

Hi I'm currently trying to use spvim() from vimpy for its ability to accomodate arbitrary prediction functions as oppose to sp_vim() in R where as far as I can see only learners from the SL library can be used. When trying to install version 2.1 I however encountered the following error:
ERROR: Could not find a version that satisfies the requirement scipy.stats (from vimpy) (from versions: none)
ERROR: No matching distribution found for scipy.stats

This seems to be due to the 'scipy.stats' in line 20 in the file "setup.py". Maybe it is there for a reason but after removing it the installation worked fine.

Additionally when using the function spvim() I also encountered a few errors. It could also be that I'm using it in a wrong way however a few potential errors (which unfortunately did not entirely resolve the problems) in vimpy/vimpy/spvim.py are:

for method get_influence_function():

  • [line 109] in self.v.shape[0] the underscore after the v is missing => self.v_.shape[0]
    after including the underscore:
  • [line 109] in self.v_[self.v_.shape[0]] the index is out of bound maybe this should be self.v_[self.v_.shape[0]-1]?
  • [line 110] self.z_counts_ does not exist probably needs to be instantiated under init and defined during get_point_est()?

After incorporating these changes get_influence_function() worked, however, the methods get_ses() and get_cis() seem to have further issues i.e. problems with the indices in the shapley_se() function etc.

While I'm not sure about all of the above propositions they might still be of some use.

Kind regards.

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