Comments (3)
avehtari
commented on June 11, 2024
Thanks for working on this. I would suggest adding Brier score, too (as it would be better than AUC)
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mcol
commented on June 11, 2024
But the Brier score is effectively already computed with option "mse", so unless I'm missing something, it should be just a matter of adding a new option to those accepted by varsel_stats/varsel_plot and update the documentation. I could do that in a separate PR if that's what you mean.
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jpiironen
commented on June 11, 2024
This is now implemented by #27.
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Related Issues (20)
- variable selection for uncorrelated random variables HOT 3
- Incompatible with brms when random effects are specified with || syntax HOT 2
- Error from multivariate brms models HOT 6
- Memory issues in multilevel models HOT 2
- Predictive performance gap / jumpy behavior at full size in Gaussian multilevel model HOT 1
- For a stan_glm model cv_varsel with loo works, but kfold gives an error HOT 4
- plot.vsel shows extra xtick label HOT 1
- brmsfit cumulative model & Latent projection predictive feature selection HOT 3
- Convergence checks for additive submodels HOT 4
- Allow dispersion parameter to be observation-specific HOT 1
- Smoothing of cross-validated predictive performance HOT 1
- Add R2 as performance statistic HOT 4
- Error when getting reference model with k-fold cross validation for cv_varsel HOT 9
- Truncated response distributions
- Clarify doc for refit_prj HOT 2
- Don't warn about slightly large khats HOT 1
- Remove QR=TRUE from the vignette
- Guide on latent_ll_oscale for other families e.g. zero-inflated negative binomial, hurdle negbinom HOT 5
- Using projpred in multi-response models with group correlated hierarchical effects HOT 3
- negbin latent projection in latent vignette fails with parallel HOT 1
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