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assess relative importance/sensitivity of individual variables #22

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JannisHoch opened this issue Jul 8, 2020 · 2 comments
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assess relative importance/sensitivity of individual variables #22

JannisHoch opened this issue Jul 8, 2020 · 2 comments

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@JannisHoch
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JannisHoch commented Jul 8, 2020 •
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how can i see what the relative influence of a input variable is in predicting our target var? is it possible to somehow get a list with ordered relative importance of the variables? or simply testing relative importance by 'leaving-one-out', i.e. running n runs (n=number of vars) which each run n-1 vars used?
@JannisHoch
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seems like this is not so straighforward. the relative importance can only be determined for SVMs with linear kernel such as LinearSVC or LinearSVR.

@JannisHoch
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solved with #30

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@JannisHoch