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ML Model Interactions and hstats

Michael Mayer has a new R package for us:

This post is mainly about the third approach. Its beauty is that we get information about all interactions. The downside: it is as good/bad as partial dependence functions. And: the statistics are computationally very expensive to compute (of order n^2).

Different R packages offer some of these H-statistics, including {iml}, {gbm}, {flashlight}, and {vivid}. They all have their limitations. This is why I wrote the new R package {hstats}:

Click through for an overview of the package and an example of how it works.