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christophM / interpretable-ml-book

Book about interpretable machine learning
https://christophm.github.io/interpretable-ml-book/
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Comparing interpretation across different models #180

Closed huanfachen closed 3 years ago

huanfachen commented 4 years ago

Hi Christoph,

Thanks for this great book.

Is there any systematic approach to compare the interpretation of different models? For example, I have built a linear regression model and a random forest model for a classification problem, and then computed permutation importance for each feature per model. Can I compare the strength or ranking of the importance score in the two models?

christophM commented 3 years ago

A bit late, but the answer is that the most simple thing is to compare rankings. Feature importance based on the loss is more difficult, as the models might have very different performances. But if you use the ratio to compare the PFI, this can be mitigated a bit.