Chapter 5.3: Conditional Feature Importance (CFI)

As PFI struggles when data contains correlated features, conditional feature importance (CFI) tackles this problem by using a conditional sampling strategy. This section describes the theoretical basis of this process and gives a guideline how to interpret CFI results.

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• « Chapter 5.2: Permutation Feature Importance (PFI)
• Chapter 5.4: Leave One Covariate Out (LOCO) »