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Update examples/plot_variable_importance_classif.py
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Co-authored-by: bthirion <[email protected]>
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jpaillard and bthirion authored Nov 5, 2024
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# important, with a p-value lower than 0.05, using a diamond marker. We also highlight
# the true important features, used to generate the target variable, with a star marker.
# While the linear model captures the importance of the age, it fails to capture the the
# importance of the weight and height because of it's lack of expressivity. Using a
# importance of the weight and height because of its lack of expressivity. Using a
# polynomial kernel, the non-linear model captures the importance of the weight and height.
# Finally, the CPI method controld for false positive discoveries contrarily to the PI method
# which identifies spurious important features simply because of the correlation structure of
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