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Feature importance using Permutation #26

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@npatta01

Hi,
At work, we use the "Permutation Importance" method to inspect feature importance.
We use the awesome library eli5 for that.

Would it be possible to include a version of that in this library?

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  1. Sandy4321 commented on Jun 18, 2019

    @Sandy4321

    good idea, eli5 is great

  2. interpret-ml commented on Jul 11, 2019

    @interpret-ml
    Collaborator

    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.

  3. imatiach-msft commented on Nov 8, 2019

    @imatiach-msft
    Contributor

    @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

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