What is the difference between permutation importance and SHAP values?
Permutation importance measures the effect of shuffling feature values on model performance, while SHAP values explain individual predictions based on feature contributions.
Which method is more reliable for feature importance?
SHAP values are generally considered more reliable as they provide consistent and interpretable insights into feature contributions.
Can you give an example of when to use each method?
Use permutation importance for a quick assessment of feature impact on model accuracy, and SHAP values for detailed interpretation of individual predictions.
Are there any limitations to using SHAP values?
Yes, SHAP values can be computationally intensive, especially for large datasets or complex models, which may slow down analysis.
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