flevr: Flexible, Ensemble-Based Variable Selection with Potentially Missing Data

Perform variable selection in settings with possibly missing data based on extrinsic (algorithm-specific) and intrinsic (population-level) variable importance. Uses a Super Learner ensemble to estimate the underlying prediction functions that give rise to estimates of variable importance. For more information about the methods, please see Williamson and Huang (2023+) <doi:10.48550/arXiv.2202.12989>.

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