Identify important features associated with models in Python using SHAP and Sci-Kit Learn
Published in · 5 min read · Nov 3, 2022
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This article will focus on providing the intuition and Python implementation associated with the various ways to identify important features associated to machine learning models. The following is the structure of the article.
Table of Contents
- What is Feature Importance in Machine Learning?
- Coefficient Based Feature Importance
- Permutation Feature Importance
- Tree Feature Importance
- SHAP Feature Importance
- Implementation
- Requirements
- Synthesize Data & Generate Model
- Coefficient
- Permutation
- Tree
- SHAP - Concluding Remarks
- Resources
Feature importance is an integral component in model development. It highlights which features passed into a model have a higher degree of impact for generating a prediction than others. The results from identifying important features can feed directly into model testing and model explainability. There are various ways to…
