Feature importance p-values

[lang-benjamin]

In addition to the permutation-based feature importance, there is permutation-based p-values for the feature importance (Altmann, A., Tolosi, L., Sander, O. & Lengauer, T. (2010). Permutation importance: a corrected feature importance measure, Bioinformatics 26:1340-1347). There is essentially only the ranger package that implements this via the importance_pvalues function. Would you think that such a function is helpful? I could imagine that this may aid in judging whether a feature is relevant or not.