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Ekeany / Boruta-Shap

A Tree based feature selection tool which combines both the Boruta feature selection algorithm with shapley values.
MIT License
559 stars 86 forks source link

Included permutation importance in addition to Gini and Shap #105

Closed golfbrother closed 1 year ago

golfbrother commented 2 years ago

What does this PR do?

Added permutation importance measure (as required by someone else)

References

Using the permutation importance from scikit-learn library

Testing performed

Not yet implemented

Known issues

Only using F1 score as the default in the perm importance function, can be changed to an argument