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Model diagnostics #64

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noamross opened this issue Aug 16, 2022 · 0 comments
Open

Model diagnostics #64

noamross opened this issue Aug 16, 2022 · 0 comments
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@noamross
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We should have guidance that it should be standard practice that any projects with model building/fitting have a model diagnostics report as part of its workflow

  • Model diagnostics should be in the same script/Rmd as model-fitting for single-script project
  • Model diagnostics should be in an Rmd target that depends on the model for any targets workflow (with md/html comitted to repository or part of deployed documents)
  • While model diagnostics vary depending on the application, they should generally include
    • High-level summaries (e.g., summary(model))
    • Convergence and fit quality. diagnostics (e.g. gam.check(gam_model), Rhat, ESS statistics and rank-histograms for MCMC chains)
    • Residual plots (standard for plots of lm models, part of gam.check())
    • Goodness-of-fit statistics (Deviance explained, R-squared)
      • For predictive models, out-of sample prediction statistics
      • For binary models, the full confusion matrix of false/true positives/negatives
    • Partial effect plots (standard for plot(gam_model), can be generated by DALEX::predict_parts
    • Variable importance plots for tree models and other black-box ML models

There should a model diagnostics Rmd template (probably comments/pseudocode only) in https://github.com/ecohealthalliance/container-template/tree/main/.github/workflows

cc @emmamendelsohn

@noamross noamross self-assigned this Aug 16, 2022
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