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The importance of an independent variable or predictor in explaining or predicting the outcome of interest.
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Some Confusions Regarding Variable Importance Extraction of Several Machine Learning Models
I'm trying to apply the Olden algorithm [1] in order to extract the importance and the way each level affects the latter model's prediction. … Can we compare the variable importance output of each model to one another and draw conclusions even if the methods used to compute these variable importance values are different (Permutation for random …