Permutation Feature Importance

Permutation feature importance is a technique used to assess the importance of features in an ML model. By permuting the values of a feature and measuring the resulting decrease in the model’s performance, we can determine the relative importance of each feature. This lesson introduces the concept of permutation feature importance, explaining how it can be used to gain insights into a model’s feature importance.

Understanding permutation feature importance

Permutation feature importance measures the impact of shuffling or permuting the values of a specific feature on the model’s performance. It quantifies the decrease in the model’s performance when the values of a feature are randomly permuted, indicating the importance of that feature.

Permutation feature importance offers several advantages:

• Model interpretation: ...