Data depth metrics attempt to measure how close data a
data point is to the center of its distribution. There are a
number of methods for calculating depth but a simple example is
the inverse of the distance of a data point to the centroid of
the distribution. Generally, small values indicate that a data
point not close to the centroid. step_depth
can compute a
class-specific depth for a new data point based on the proximity
of the new value to the training set distribution.
This step requires the ddalpha package. If not installed, the
step will stop with a note about installing the package.
Note that the entire training set is saved to compute future
depth values. The saved data have been trained (i.e. prepared)
and baked (i.e. processed) up to the point before the location
that step_depth
occupies in the recipe. Also, the data
requirements for the different step methods may vary. For
example, using metric = "Mahalanobis"
requires that each
class should have at least as many rows as variables listed in
the terms
argument.
The function will create a new column for every unique value of
the class
variable. The resulting variables will not
replace the original values and by default have the prefix depth_
. The
naming format can be changed using the prefix
argument.