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add alternative feature importance metric for logistic regression

Open chkern opened this issue 5 years ago • 0 comments

Triage seems to use odds ratios as feature importance measures for logit models. This can be confusing when these are naively compared with importances from other models, which typically use 0 rather than 1 as the baseline/ no effect. Maybe absolute (standardized) coefficients or t-values make sense here.

chkern avatar Oct 04 '19 20:10 chkern