[Paper] Please Stop Permuting Features
Photo Credit This post summarizes the findings and suggestions from the paper “Please Stop Permuting Features ‒ An Explanation and Alternatives” by Giles Hooker and Lucas Mentch. (Note: Permutation importance is covered in one of my previous posts: Feature Importance Measures for Tree Models — Part I.) TL;DR Permutation importance (permuting features without retraining) is biased toward features that are correlated. Avoid using it, and use one of the following alternatives: ...