Questions tagged [feature-importances]

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Var_Imp Algorithms in Pred/Class Problems: Can I use it in TS Problems?

OBJECTIVE OF THIS POST: Solve a query about the possibility of use prediction/classification variable importance tools in a time series type dataframe. Collect the largest number of variable ...
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aggregation of feature importance

I have more of a conceptual question I was hoping to get some feedback on. I am trying to run a boosted regression ML model to identify a subset of important predictors for some clinical condition. ...
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Concerns regarding small dataset with too many features

I have dataframe with 322 observations with 224 features. The observations has two classes, 0 or 1,which i'm trying to predict. class 0 has 168 observations and class 1 has 154 observations. I was ...
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Does it make sense to use feature importances based in gini index for other classifiers?

I would like to know if makes sense running yellowbrick.features.FeatureImportances with a RandomForestClassifier model in order ...
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57 views

Variable importance and correlation PC's - variables

Can I relate features importance output of RF and the correlation's values between principal components and features? After RF, I used clustering (useful for my purpose). To find the features that ...
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28 views

Shapley value, conditional expectation vs reference point

In Shapley, the marginal contribution of a feature is computed by comparing the performance of a model with and without a feature over all possible subsets of features. A common choice is using the ...
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19 views

Revealing the causal structure in time-dependent data

We have a data table that accumulates the control and monitoring parameters of the High-Temperature Superconductor (HTS) production process: such that the rows represent the observations and columns ...
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How marginal contributions of adding a variable in a model is calculated in determining SHAP feature importance?

I was trying to find feature importance using SHAP values in python for Isolation Forest. SHAP calculates the feature importance of a feature($i$) pertaining to a model($f$) for a datapoint($x$) using ...
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100 views

Feature importance with Text features

I would like to determine features importance in several models: support vector machine logistic regression Naive Bayes random forest I read that I will need an agnostic model, so I have thought to ...
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Node Importance in scikit learn

I'm trying to understand exactly how feature_importances in scikit-learn's RandomForestClassifier works. I managed to find this helpful link explaining most of the process: https://towardsdatascience....
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Why are random forest permutation importances almost all zero?

I have built a random forest binary classification model with 18 input variables. Gini importance (MDI) shows that all variables have positive importance, although some are very small. According to ...
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Is it possible that shap feature importance result will be more accurate than gain?

XGboost build the boosted tree in the following way: Each level of each tree (the phase of selecting the next feature with conditional value) selected according ...
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37 views

Why is XGBClassifier in Python outputting different feature importance values with the same data across different repetitions?

I am fitting an XGBClassifier to a small dataset (32 subjects) and find that if I loop through the code 10 times the feature importances (gain) assigned to the features in the model varies slightly. I ...
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39 views

Is feature importance from classification a good way to select features for clustering?

I have a large data set with many features (70). By doing preprocessing (removing features with too many missing values and those that are not correlated with the binary target variable) I have ...
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44 views

Feature Interactions vs Feature Importances [closed]

Can somebody explain in-detailed differences between Feature Interactions and Feature Importances? And their applications?