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Results tagged with importance
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user 235421
The importance of an independent variable or predictor in explaining or predicting the outcome of interest.
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error of permutation feature importance
In the following answer I assume that we compute the feature importance for one feature $x_j$ and compute the importance as the difference in model error after permutation (the alternative would be the … That's why I would recommend repeating the feature importance estimate multiple times and see how large the variance is. …
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