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51 changes: 51 additions & 0 deletions book/articles/alternative_software.qmd
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Expand Up @@ -767,6 +767,57 @@ data.frame(bm$ContrastSummary)
avg_slopes(ls.fe, dpar = "sigma", re_formula = NA)
```

## `fmeffects`

The [`fmeffects` package](https://cran.r-project.org/package=fmeffects) is described as follows:

> fmeffects: Model-Agnostic Interpretations with Forward Marginal Effects. Create local, regional, and global explanations for any machine learning model with forward marginal effects. You provide a model and data, and 'fmeffects' computes feature effects. The package is based on the theory in: C. A. Scholbeck, G. Casalicchio, C. Molnar, B. Bischl, and C. Heumann (2022)
As the name says, this package is focused on "forward marginal effects" in the context of machine learning models estimated using the `mlr3` or `tidymodels` frameworks. Since version 0.16.0, `marginaleffects` also supports these machine learning frameworks, and it covers a superset of the `fmeffects` functionality. Consider a random forest model trained on the `bikes` data:

```{r, message = FALSE, warning = FALSE}
library("mlr3verse")
library("fmeffects")
data("bikes", package = "fmeffects")
task <- as_task_regr(x = bikes, id = "bikes", target = "count")
forest <- lrn("regr.ranger")$train(task)
```

Now, we use the `avg_comparisons()` function to compute *centered* marginal effects:

```{r}
avg_comparisons(forest, variables = "temp", newdata = bikes)
```

We call this quantity "centered" because it represents the average effect of a change of 1 unit in `temp` about the observed value, that is, a change from 0.5 below to 0.5 above:

```{r}
lo <- transform(bikes, temp = temp - 0.5)
hi <- transform(bikes, temp = temp + 0.5)
mean(predict(forest, newdata = hi) - predict(forest, newdata = lo))
```

As described in the [`comparisons()` vignette](comparisons.html), it is easy to estimate "backward", "centered" or "forward" differences by supplying an appropriate function to the `variables` argument. For example, here is how to compute "forward" marginal effects:

```{r}
avg_comparisons(
forest,
variables = list("temp" = \(x) data.frame(x, x + 1)),
newdata = bikes)
```

This is equivalent to the key quantity reported by the `fmeffects` package:

```{r}
fmeffects::fme(
model = forest,
data = bikes,
target = "count",
feature = "temp",
step.size = 1)$ame
```


## `effects`

The [`effects` package](https://cran.r-project.org/package=effects) was created by John Fox and colleagues.
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Expand Up @@ -131,28 +131,6 @@ avg_comparisons(
newdata = bikes)
```

## `fmeffects`: Forward vs. centered effects

As the code in the `mlr3` section makes clear, the [`avg_comparisons()`](reference/comparisons.html) computes the effect of a "centered" change on the outcome. If we want to compute a "Forward Marginal Effect" instead, we can call:

```{r}
avg_comparisons(
forest,
variables = list("temp" = \(x) data.frame(x, x + 1)),
newdata = bikes)
```

This is equivalent to using the `fmeffects` package:

```{r}
fmeffects::fme(
model = forest,
data = bikes,
target = "count",
feature = "temp",
step.size = 1)$ame
```


## Partial Dependence Plots

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</li>
<li class="sidebar-item">
<div class="sidebar-item-container">
<a href="../articles/machine_learning.html" class="sidebar-item-text sidebar-link">
<span class="menu-text"><span class="chapter-number">20</span>&nbsp; <span class="chapter-title">Machine Learning</span></span></a>
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<span class="menu-text"><span class="chapter-number">20</span>&nbsp; <span class="chapter-title">Matching</span></span></a>
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<span class="menu-text"><span class="chapter-number">21</span>&nbsp; <span class="chapter-title">Matching</span></span></a>
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</li>
<li class="sidebar-item">
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<a href="../articles/machine_learning.html" class="sidebar-item-text sidebar-link">
<span class="menu-text"><span class="chapter-number">20</span>&nbsp; <span class="chapter-title">Machine Learning</span></span></a>
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<a href="../articles/matching.html" class="sidebar-item-text sidebar-link">
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<span> by <span class="op">=</span> <span class="st">"x"</span><span class="op">)</span></span>
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; x Estimate 2.5 % 97.5 %</span></span>
<span><span class="co">#&gt; 0 0.454 0.338 0.565</span></span>
<span><span class="co">#&gt; 1 0.552 0.436 0.664</span></span>
<span><span class="co">#&gt; 0 0.453 0.337 0.566</span></span>
<span><span class="co">#&gt; 1 0.552 0.434 0.661</span></span>
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Columns: x, estimate, conf.low, conf.high </span></span>
<span><span class="co">#&gt; Type: response</span></span></code><button title="Copy to Clipboard" class="code-copy-button"><i class="bi"></i></button></pre></div>
Expand All @@ -1099,7 +1099,7 @@ <h1 class="title">
<span> sample_new_levels <span class="op">=</span> <span class="st">"gaussian"</span><span class="op">)</span></span>
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Term Contrast Estimate 2.5 % 97.5 %</span></span>
<span><span class="co">#&gt; x 1 - 0 0.0965 0.0494 0.162</span></span>
<span><span class="co">#&gt; x 1 - 0 0.0959 0.0488 0.161</span></span>
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Columns: term, contrast, estimate, conf.low, conf.high </span></span>
<span><span class="co">#&gt; Type: response</span></span></code><button title="Copy to Clipboard" class="code-copy-button"><i class="bi"></i></button></pre></div>
Expand All @@ -1116,8 +1116,8 @@ <h1 class="title">
<span> contrasts <span class="op">=</span> <span class="fu"><a href="https://rdrr.io/r/base/cbind.html">cbind</a></span><span class="op">(</span><span class="st">"AME x"</span> <span class="op">=</span> <span class="fu"><a href="https://rdrr.io/r/base/c.html">c</a></span><span class="op">(</span><span class="op">-</span><span class="fl">1</span>, <span class="fl">1</span><span class="op">)</span><span class="op">)</span>,</span>
<span> effects <span class="op">=</span> <span class="st">"integrateoutRE"</span><span class="op">)</span></span>
<span><span class="va">bm</span><span class="op">$</span><span class="va">ContrastSummary</span> <span class="op">|&gt;</span> <span class="fu"><a href="https://rdrr.io/r/base/data.frame.html">data.frame</a></span><span class="op">(</span><span class="op">)</span></span>
<span><span class="co">#&gt; M Mdn LL UL PercentROPE PercentMID CI CIType ROPE MID Label</span></span>
<span><span class="co">#&gt; 1 0.09864399 0.09651684 0.04835076 0.1610664 NA NA 0.95 ETI &lt;NA&gt; &lt;NA&gt; AME x</span></span></code><button title="Copy to Clipboard" class="code-copy-button"><i class="bi"></i></button></pre></div>
<span><span class="co">#&gt; M Mdn LL UL PercentROPE PercentMID CI CIType ROPE MID Label</span></span>
<span><span class="co">#&gt; 1 0.0987172 0.09704707 0.04695867 0.1609608 NA NA 0.95 ETI &lt;NA&gt; &lt;NA&gt; AME x</span></span></code><button title="Copy to Clipboard" class="code-copy-button"><i class="bi"></i></button></pre></div>
</div>
<p>See the <a href="alternative_software.html">alternative software vignette</a> for more information on <code>brmsmargins</code>.</p>
</section></section><section id="multinomial-logit" class="level2" data-number="8.3"><h2 data-number="8.3" class="anchored" data-anchor-id="multinomial-logit">
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20 changes: 10 additions & 10 deletions docs/articles/categorical.html
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</li>
<li class="sidebar-item">
<div class="sidebar-item-container">
<a href="../articles/machine_learning.html" class="sidebar-item-text sidebar-link">
<span class="menu-text"><span class="chapter-number">20</span>&nbsp; <span class="chapter-title">Machine Learning</span></span></a>
<a href="../articles/matching.html" class="sidebar-item-text sidebar-link">
<span class="menu-text"><span class="chapter-number">20</span>&nbsp; <span class="chapter-title">Matching</span></span></a>
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<span class="menu-text"><span class="chapter-number">21</span>&nbsp; <span class="chapter-title">Matching</span></span></a>
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Expand Down Expand Up @@ -546,9 +546,9 @@ <h1 class="title">
<div class="sourceCode" id="cb4"><pre class="downlit sourceCode r code-with-copy"><code class="sourceCode R"><span><span class="fu"><a href="https://rdrr.io/pkg/marginaleffects/man/slopes.html">slopes</a></span><span class="op">(</span><span class="va">mod</span>, variables <span class="op">=</span> <span class="st">"mpg"</span>, newdata <span class="op">=</span> <span class="fu"><a href="https://rdrr.io/pkg/marginaleffects/man/datagrid.html">datagrid</a></span><span class="op">(</span>mpg <span class="op">=</span> <span class="fl">25</span>, hp <span class="op">=</span> <span class="fl">110</span><span class="op">)</span><span class="op">)</span></span>
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Group Term mpg hp Estimate Std. Error z Pr(&gt;|z|) S 2.5 % 97.5 %</span></span>
<span><span class="co">#&gt; 3 mpg 25 110 -0.06041 0.0169 -3.5813 &lt;0.001 11.5 -0.09347 -0.0273</span></span>
<span><span class="co">#&gt; 3 mpg 25 110 -0.06041 0.0169 -3.5802 &lt;0.001 11.5 -0.09348 -0.0273</span></span>
<span><span class="co">#&gt; 4 mpg 25 110 -0.00321 0.0335 -0.0958 0.9237 0.1 -0.06896 0.0625</span></span>
<span><span class="co">#&gt; 5 mpg 25 110 0.06362 0.0301 2.1132 0.0346 4.9 0.00461 0.1226</span></span>
<span><span class="co">#&gt; 5 mpg 25 110 0.06362 0.0301 2.1129 0.0346 4.9 0.00461 0.1226</span></span>
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Columns: rowid, term, group, estimate, std.error, statistic, p.value, s.value, conf.low, conf.high, mpg, hp, predicted_lo, predicted_hi, predicted, gear </span></span>
<span><span class="co">#&gt; Type: probs</span></span></code><button title="Copy to Clipboard" class="code-copy-button"><i class="bi"></i></button></pre></div>
Expand All @@ -560,12 +560,12 @@ <h1 class="title">
<div class="sourceCode" id="cb5"><pre class="downlit sourceCode r code-with-copy"><code class="sourceCode R"><span><span class="fu"><a href="https://rdrr.io/pkg/marginaleffects/man/slopes.html">avg_slopes</a></span><span class="op">(</span><span class="va">mod</span><span class="op">)</span></span>
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Group Term Estimate Std. Error z Pr(&gt;|z|) S 2.5 % 97.5 %</span></span>
<span><span class="co">#&gt; 3 hp -0.00377 0.001514 -2.49 0.01284 6.3 -0.006735 -0.00080</span></span>
<span><span class="co">#&gt; 3 mpg -0.07014 0.015485 -4.53 &lt; 0.001 17.4 -0.100490 -0.03979</span></span>
<span><span class="co">#&gt; 4 hp 0.00201 0.000957 2.10 0.03553 4.8 0.000136 0.00389</span></span>
<span><span class="co">#&gt; 3 hp -0.00377 0.001514 -2.49 0.01285 6.3 -0.006735 -0.00080</span></span>
<span><span class="co">#&gt; 3 mpg -0.07014 0.015484 -4.53 &lt; 0.001 17.4 -0.100488 -0.03979</span></span>
<span><span class="co">#&gt; 4 hp 0.00201 0.000958 2.10 0.03555 4.8 0.000136 0.00389</span></span>
<span><span class="co">#&gt; 4 mpg 0.03747 0.013861 2.70 0.00687 7.2 0.010303 0.06464</span></span>
<span><span class="co">#&gt; 5 hp 0.00175 0.000833 2.11 0.03519 4.8 0.000122 0.00339</span></span>
<span><span class="co">#&gt; 5 mpg 0.03267 0.009572 3.41 &lt; 0.001 10.6 0.013907 0.05143</span></span>
<span><span class="co">#&gt; 5 mpg 0.03267 0.009571 3.41 &lt; 0.001 10.6 0.013909 0.05143</span></span>
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Columns: term, group, estimate, std.error, statistic, p.value, s.value, conf.low, conf.high </span></span>
<span><span class="co">#&gt; Type: probs</span></span></code><button title="Copy to Clipboard" class="code-copy-button"><i class="bi"></i></button></pre></div>
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</li>
<li class="sidebar-item">
<div class="sidebar-item-container">
<a href="../articles/machine_learning.html" class="sidebar-item-text sidebar-link">
<span class="menu-text"><span class="chapter-number">20</span>&nbsp; <span class="chapter-title">Machine Learning</span></span></a>
<a href="../articles/matching.html" class="sidebar-item-text sidebar-link">
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</li>
<li class="sidebar-item">
<div class="sidebar-item-container">
<a href="../articles/machine_learning.html" class="sidebar-item-text sidebar-link">
<span class="menu-text"><span class="chapter-number">20</span>&nbsp; <span class="chapter-title">Machine Learning</span></span></a>
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</li>
<li class="sidebar-item">
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<a href="../articles/machine_learning.html" class="sidebar-item-text sidebar-link">
<span class="menu-text"><span class="chapter-number">20</span>&nbsp; <span class="chapter-title">Machine Learning</span></span></a>
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<span class="menu-text"><span class="chapter-number">20</span>&nbsp; <span class="chapter-title">Matching</span></span></a>
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Expand Down Expand Up @@ -536,7 +536,7 @@ <h1 class="title">
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Term Estimate Std. Error z Pr(&gt;|z|) S 2.5 % 97.5 %</span></span>
<span><span class="co">#&gt; hp -0.0318 0.00903 -3.52 &lt;0.001 11.2 -0.0495 -0.0141</span></span>
<span><span class="co">#&gt; wt -3.8778 0.63276 -6.13 &lt;0.001 30.1 -5.1180 -2.6376</span></span>
<span><span class="co">#&gt; wt -3.8778 0.63273 -6.13 &lt;0.001 30.1 -5.1180 -2.6377</span></span>
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Columns: term, estimate, std.error, statistic, p.value, s.value, conf.low, conf.high </span></span>
<span><span class="co">#&gt; Type: response</span></span>
Expand All @@ -554,7 +554,7 @@ <h1 class="title">
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Term Contrast Estimate Std. Error z Pr(&gt;|z|) S 2.5 % 97.5 %</span></span>
<span><span class="co">#&gt; hp eY/dX -0.00173 0.000502 -3.46 &lt;0.001 10.8 -0.00272 -0.000751</span></span>
<span><span class="co">#&gt; wt eY/dX -0.21165 0.037851 -5.59 &lt;0.001 25.4 -0.28583 -0.137461</span></span>
<span><span class="co">#&gt; wt eY/dX -0.21165 0.037849 -5.59 &lt;0.001 25.4 -0.28583 -0.137464</span></span>
<span><span class="co">#&gt; </span></span>
<span><span class="co">#&gt; Columns: term, contrast, estimate, std.error, statistic, p.value, s.value, conf.low, conf.high </span></span>
<span><span class="co">#&gt; Type: response</span></span>
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</li>
<li class="sidebar-item">
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<a href="../articles/machine_learning.html" class="sidebar-item-text sidebar-link">
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<span class="menu-text"><span class="chapter-number">20</span>&nbsp; <span class="chapter-title">Matching</span></span></a>
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<span class="menu-text"><span class="chapter-number">21</span>&nbsp; <span class="chapter-title">Matching</span></span></a>
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<span class="menu-text"><span class="chapter-number">21</span>&nbsp; <span class="chapter-title">Machine Learning</span></span></a>
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