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achamma723 committed Jul 19, 2024
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4 changes: 2 additions & 2 deletions examples/plot_diabetes_variable_importance_example.py
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Variable Importance estimates the influence of a given input variable to the
prediction made by a model. To perform variable importance in a prediction
prediction made by a model. To assess variable importance in a prediction
problem, :footcite:t:`breimanRandomForests2001` introduced the permutation
approach where the values are shuffled for one variable/column at a time. This
permutation breaks the relationship between the variable of interest and the
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relationship with the outcome. The standard permutation, while breaking the
relationship with the outcome, is also destroying the dependency with the
remaining variables. Therefore, instead of directly permuting the variable of
interest, the variable of interest is predicted by the mean of the remaining
interest, the variable of interest is predicted by the remaining
variables and the residuals of this prediction are permuted before
reconstructing the new version of the variable. This solution preserves the
dependency with the remaining variables.
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