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Thanks for bringing this up! Permutation Importance is definitely a method we've been thinking about. The main challenge is finding the right way to cleanly integrate it into our API. We understand the demand for this feature though, so we'll keep this issue open until we make progress on this.
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Sandy4321 commentedon Jun 18, 2019
good idea, eli5 is great
interpret-ml commentedon Jul 11, 2019
Thanks for bringing this up! Permutation Importance is definitely a method we've been thinking about. The main challenge is finding the right way to cleanly integrate it into our API. We understand the demand for this feature though, so we'll keep this issue open until we make progress on this.
imatiach-msft commentedon Nov 8, 2019
@npatta01 @Sandy4321 permutation feature importance is available in the interpret-community package here, which is an extension to interpret:
https://github.com/interpretml/interpret-community/blob/master/python/interpret_community/permutation/permutation_importance.py