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Jun, 2020
非参数特征影响与重要性
Nonparametric Feature Impact and Importance
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Terence Parr, James D. Wilson, Jeff Hamrick
TL;DR
该论文提出了特征重要性和特征影响的数学定义,并通过局部依赖曲线直接在数据上对其进行评估,证明其在预测任务中与现有特征选择技术具有竞争力。
Abstract
Practitioners use
feature importance
to rank and eliminate weak predictors during model development in an effort to simplify models and improve generality. Unfortunately, they also routinely conflate such
feature import
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