christophM
commented
4 years ago This is a bigger decision to make and would mean bigger changes to the iml package. Would love to discuss it with you.
If we would decide to go down this route, we should have a look at this Shapley Value implementation: https://github.com/bgreenwell/fastshap
It states to have an "An efficient implementation of the permutation feature importance algorithm discussed in this chapter from Christoph Molnar’s Interpretable Machine Learning book."
If so, one could think about making use of it's implementation to outsource this functionality and lower maintenance burden.
@christophM