Sorry for vague heading for the question. My question is that, is there any way to compare features (or attributes) used in machine learning algorithm? I have used Naive Bayesian classifier for binary classification which consists of total 6 features. I want to compare this features with one another and also list out features in priority order of their significance in models(how important that feature is). For example we use information gain or gini index to decide how effective feature is in CART. How can I compare this in naive bayes? I have read about confusion matrix and f measure but they are good at defining goodness of models and not features.
Since Naive Bayes assumes independence and outputs class probabilities most feature importance criteria are not a direct fit. The feature importance should be no different from the skewness of the feature distribution in the set: You could try to directly compare the probability of the features given the classes (implemented in sklearn for instance), the variability of those probabilities with respect to the classes should express the importance of those features.