imodels
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Create mean decrease in impurity (MDI) feature importances for tree-based models
While it is great that the models in imodels are readily interpretable, it would be nice to have a MDI feature importance, i.e. Gini importance, for tree-based models like FIGS to compare to other tree-based models like sklearn's RandomForestClassifier and GradientBoostingClassifier.
Added for FIGS in https://github.com/csinva/imodels/pull/154