add importance_type, including 'permutation'

WillKoehrsen / feature-selector

Feature selector is a tool for dimensionality reduction of machine learning datasets

GNU General Public License v3.0

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Closed Javdat closed 1 year ago

Javdat commented 3 years ago

Allows choosing importance_type (split and gain as in lgbm itself, or permutation based on sklearn.inspection.permutation_importance).

Solves #43