Closed rikhuijzer closed 9 months ago
Maybe just a nice plot would work? This is from scikit learn:
Works well on my data and on the example here. Also easy to defend against sklearn and many others use the same method. Added an example to the plot in https://github.com/rikhuijzer/SIRUS.jl/commit/d3b879496d6a839ff28bdd43502de412ea3d40f3.
Given multiple models such as
It is currently unclear which variable has "significant" impact on predictive performance and which one not. The only thing that the current
feature_importance
provides is whether A has higher impact on B, but not whether A has a "significant" impact on the prediction.To solve this, maybe add a function that determines the percentage that some feature affects the outcome? So basically
feature_importance
of some feature X as percentage of the sum of allfeature_importance
s.