Estimate multiple propensity models and compare their performance using a model-agnostic methodology

Diego Usai
May 15, 2020 · 21 min read

An application of machine learning interpretability and model selection with h2o and DALEX

Photo by Bruna Branco on Unsplash

In this post I estimate a number of models and assess their performance and fit to the data using a model-agnostic methodology that enables to compare traditional “glass-box” models and “black-box” models.