Modeling Feature Importance Methods Registry

FI Extractors

Provides registry functionality for Feature Importance extractors classes. For implementation details see EligibleFIExtractors

model_based	Description Simply fits models using a given dataset and extracts inner feature importance from the fitted model, other “coef_” or “feature_importances” attributes. For implementation details see ModelBasedImportanceExtractor
model_interpret	Description Feature importance method based on model explainability. For implementation details see ModelInterpretImportanceExtractor
permutation	Description Utilize eli5.sklearn.PermutationImportance to calculate feature importance. See https://eli5.readthedocs.io Note on target_metric value: should be a loss function with ability to minimize. For implementation details see PermutationImportanceEli5Extractor permutation