Permutation feature importance

모델의 성능에 각 특성이 미치는 영향을 알아보기 위한 방법 중 하나.

장점:

One key advantage of permutation feature importance is that it is model-agnostic, i.e. it can be applied to any fitted estimator. Moreover, it can be calculated multiple times with different permutations of the feature, further providing a measure of the variance in the estimated feature importances for the specific trained model.¹

Footnotes

1. scikit-learn.org/stable/modules/permutation_importance.html ↩