The following question (this one) did not help me.
I have a big dataset, and I want to know which Columns are the most relevant for the Target Variable. I know that, in my case, for each class in the Target Variable, different Columns have a different impact.
In that question, the suggested answer recomend using LDA. From what I understood, it looks like a normal classification algorithm, so it's not what I need
What I what is something like
In : magic_function("name_of_target_variable_1") Out : ["really_important_column_a", "really_important_column_b" ...] In : magic_function("name_of_target_variable_2") Out : ["really_important_column_a", "really_important_column_f" ...]
How can I obtain this result? Is there a way, in the first place?