Conditional permutation importance

Open bgreenwell opened this issue 7 years ago • 1 comments

This was proposed here as an alternative to the usual permutation importance in the presence of highly correlated features.

Dec 04 '18 16:12 bgreenwell

Can start with the approach taken in the varImp package: https://github.com/cran/varImp

Nov 19 '19 15:11 bgreenwell