I made this little python package a while ago but realized I never shared it here. Maybe it's useful to you: https://github.com/bloomen/featureimpact

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iyeva t1_j4pwopf wrote on January 17, 2023 at 1:06 PM

Does this not already exist in permutation_importance() in sklearn? That is also calculating the feature importance based on permutated data. I think the technique was first described in Olden et Al. 2004, so I would be surprised if there aren't even more implementations by now.

Or am I missing something different here?

cblume OP t1_j4qwpte wrote on January 17, 2023 at 5:20 PM

Similar idea in that features are perturbed but both algorithms are quite different. E.g. sklearn uses scores but featureimpact doesn't; sklearn uses random perturbations but featureimpact uses quantiles.

iyeva t1_j4qx9aa wrote on January 17, 2023 at 5:23 PM

Oh, oké, that's interesting! Thanks for sharing!

SnooWords6686 t1_j4ptkw3 wrote on January 17, 2023 at 12:36 PM

Help. Can't install sklearn?

UltimateGPower t1_j4snmvi wrote on January 17, 2023 at 11:54 PM

It's pip install scikit-learn. sklearn was just a shadow package that has been deprecated.

SnooWords6686 t1_j4z34s8 wrote on January 19, 2023 at 6:45 AM

Thanks 👍