Permutation feature importance

Creator
Creator
Seonglae ChoSeonglae Cho
Created
Created
2025 Mar 4 1:11
Editor
Edited
Edited
2025 Mar 27 1:44
Refs
Refs
Measures how much model performance decreases when the feature is permuted.
  • It is model-agnostic and particularly useful for non-linear models.
Features that are deemed of low importance for a bad model could be important for a good model.
 

Feature importance variance

 
 
 
 
 

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