Observing Alternative Feature Importance Techniques
Author: BradKMLCreated Oct 18, 2022Updated Sep 13, 2024
Labelsenhancement
TL;DR Original List with yet-to-be implemented FE algorithms in https://github.com/parrt/random-forest-importances/issues/54
Seeing https://github.com/interpretml/interpret/issues/364 and https://github.com/interpretml/interpret/issues/218 I do notice that some of the feature importance algorithms are not on the list, particularly LOFO, Morris and "Unbiased" feature importance. Might wanna check those out?
Bonus: this visualization notebook exists https://github.com/shionhonda/feature-importance
Currently these are not in the ReadME:
- LOFO https://github.com/aerdem4/lofo-importance
- Permutation https://github.com/nestordemeure/permutationImportance
- "Unbiased" https://github.com/ZhengzeZhou/unbiased-feature-importance
Unsure if they have alternative name:
LIME being similar to SHAP https://github.com/marcotcr/lime- Gini https://github.com/shionhonda/feature-importance
- Split https://github.com/shionhonda/feature-importance
How are they different (missing data test vs prioritization, significant correlation)?
Source: interpretml/interpret