Open twang15 opened 3 years ago
Use correlations and semi-correlations between outcome variable and predicators as feature importance http://jeromyanglim.blogspot.com/2009/09/variable-importance-and-multiple.html
In regression, it is often recommended to center the variables so that the predictors have mean 0. This makes it easier to interpret the intercept term as the expected value of ππ when the predictor values are set to their means. Otherwise, the intercept is interpreted as the expected value of ππ when the predictors are set to 0, which may not be a realistic or interpretable situation (e.g. what if the predictors were height and weight?). , centering/scaling does not affect your statistical inference in regression models - the estimates are adjusted appropriately and the p-values will be the same.
Other situations where centering and/or scaling may be useful:
Note that scaling is not necessary in the last two bullet points I mentioned and centering may not be necessary in the first bullet I mentioned, so the two do not need to go hand and hand at all times.
https://stats.stackexchange.com/questions/86434/is-standardisation-before-lasso-really-necessary
-standardizing is needed when using regularization
https://stats.stackexchange.com/questions/86434/is-standardisation-before-lasso-really-necessary
TO READ
Summary:
Two seemingly conflicts: interpretability and feature importance