How do I calculate feature importance in machine learning?
Feature importance can be calculated using various methods like permutation importance, tree-based methods, or SHAP values.
Can you explain how permutation importance works?
Sure! Permutation importance measures the change in model performance when the values of a feature are randomly shuffled.
What are SHAP values and how do they help in understanding feature importance?
SHAP values provide a unified measure of feature importance by attributing the contribution of each feature to the model's predictions.
Are there any libraries in Python that can help with calculating feature importance?
Yes, libraries like Scikit-learn, XGBoost, and SHAP can help you calculate and visualize feature importance easily.
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