Is there any technique to find local variable important? For example in credit card concept, is there any way to specify why a person is not eligible for a credit card? or which features cause this person to not be eligible to get a credit card? I have never heard about local variable importance so any resource would be appreciated.

  • $\begingroup$ Local variable importance is a feature of random forests. $\endgroup$ – user2974951 Jan 10 at 8:44

You can try LIME (Locally Interpretable Model Agnostic Explainations) They give you the explanation for local variables.

I would suggest you look at two libraries in Python. Eli5 and LIME for local explanations.

  • $\begingroup$ Welcome to CV! The aim of CV is to have standalone solutions to questions, unreliant on external links. A good answer will provide background and at least a brief explanation of concepts. Links to more in depth resources are welcome but should be provided a good context and the answer should still be informative in the event of link rot. $\endgroup$ – ReneBt Apr 19 at 7:39

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