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I am using this pretty nice package and I wonder if variable importance score that I see (using the permutation method) are comparable across samples.
For instance, one can always compare r-square or rmse across samples. But does it make sense to say that the variable with the highest importance score in sample A does not matter because it is still way smaller than the importance score of another variable in sample B?
Does that make sense to you?
Thanks!
The text was updated successfully, but these errors were encountered:
Hello there!
I am using this pretty nice package and I wonder if variable importance score that I see (using the
permutation
method) are comparable across samples.For instance, one can always compare
r-square
orrmse
across samples. But does it make sense to say that the variable with the highest importance score in sample A does not matter because it is still way smaller than the importance score of another variable in sample B?Does that make sense to you?
Thanks!
The text was updated successfully, but these errors were encountered: