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Conditional permutation importance #61

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bgreenwell opened this issue Dec 4, 2018 · 1 comment

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bgreenwell commented Dec 4, 2018

This was proposed here as an alternative to the usual permutation importance in the presence of highly correlated features.

bgreenwell changed the title ~~Implement idea of conditional permutation importance~~ Conditional permutation importance

bgreenwell added the enhancement label

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bgreenwell commented Nov 19, 2019 •

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Can start with the approach taken in the varImp package: https://github.com/cran/varImp

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