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lisa-sousa committed May 16, 2024
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Expand Up @@ -3,6 +3,7 @@ Introduction to Permutation Feature Importance

Permutation Feature Importance is a **model-agnostic** method, which means that it is not restricted to a certain model type,
and it is a **global** method, which means that it only provides explanations for a full dataset, but not for individual samples.
Permutation Feature Importance was introduced in 2001 by `Breiman et al. <https://link.springer.com/article/10.1023/a:1010933404324>`_ for Random Forest models and extended to a model-agnostic version in 2018 by `Fischer et al. <https://www.jmlr.org/papers/v20/18-760.html>`_

For a short video introduction to Permutation Feature Importance, click below:

Expand All @@ -28,4 +29,6 @@ On the other hand, if the performance of the data with the permuted feature is m
References
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Molnar, Christoph. `Interpretable Machine Learning: A Guide for Making Black Box Models Explainable. <https://christophm.github.io/interpretable-ml-book/>`_ Lulu.com. 2022.
- Permutation Feature Importance for Random Forests: Breiman, L. `Random forests. <https://link.springer.com/article/10.1023/a:1010933404324>`_ Machine learning. 2001.
- Model Agnostic Permutation Feature Importance: Fisher, A., Rudin, C., & Dominici, F. `All models are wrong, but many are useful: Learning a variable's importance by studying an entire class of prediction models simultaneously. <https://www.jmlr.org/papers/v20/18-760.html>`_ Journal of Machine Learning Research. 2018.
- XAI Book: Molnar, Christoph. `Interpretable Machine Learning: A Guide for Making Black Box Models Explainable. <https://christophm.github.io/interpretable-ml-book/>`_ Lulu.com. 2022.

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