Chapter 5.2: Permutation Feature Importance (PFI)

Developed in 2001 for Random Forests, PFI nowadays is a model-agnostic feature importance measure. Since it tends to assign higher importance to correlated features, the test method PIMP is also discussed in this section.

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• « Chapter 5.1: Introduction to Loss-based Feature Importance
• Chapter 5.3: Conditional Feature Importance (CFI) »