Feature-Importance

Feature importance techniques for classification:

1. Shapley feature importance. Original paper: https://arxiv.org/abs/2107.11357
2. Permutation Importance. More on this topic: https://www.kaggle.com/dansbecker/permutation-importance
3. Mean Decrease Impurity importance. More on this topic: https://blog.methodsconsultants.com/posts/be-aware-of-bias-in-rf-variable-importance-metrics/
4. Single Feature Importance. More on this topic: https://blog.methodsconsultants.com/posts/be-aware-of-bias-in-rf-variable-importance-metrics/
5. Cluster Feature Importance. More on this topic: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3517595
6. Mutual Information. More on this topic: https://machinelearningmastery.com/information-gain-and-mutual-information/

Setup project:

• Download repo: git clone [email protected]:Infatum/Feature-Importance.git

• Move to repo directory: cd Feature-Importance

• Create virtual evironment: python3 -m venv venv

• Activate environment: . venv/bin/activate

• Install packages: pip install -r requirements.txt

• Start Jupyter Notebook: python3 -m jupyter notebook