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Beware feature importances #43

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mattc-eostar opened this issue Jun 12, 2020 · 1 comment

mattc-eostar commented Jun 12, 2020

https://explained.ai/rf-importance/

Are you aware of this method and its benefits?

https://scikit-learn.org/stable/modules/generated/sklearn.inspection.permutation_importance.html?highlight=permutation#sklearn.inspection.permutation_importance

Might be a slightly situation using gradient boosted trees, but still an interesting point to address if you could. Thanks!

Javdat mentioned this issue

add importance_type, including 'permutation' #48

Merged

BradKML commented Oct 7, 2022

I think there are also other forms of importance, but they may or may not be useful.
interpretml/interpret#369

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