Why LightGBM permutation importance is slow, and what you can do about it without changing the result

[rdmitry0911]

Discussion of the TAKT note Why LightGBM permutation importance is slow, and what you can do about it without changing the result: https://taktcycles.com/notes/lightgbm-permutation-importance.html

Permutation importance runs one full prediction per feature and repeat. Which settings make it faster with the same result, and which ones change the result.

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