Compute mdi mda and sfi feature importance

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Reference no: EM131926819

Problem

1. Using the code presented in Section 8.6:

(a) Generate a dataset (X, y).

(b) Apply a PCA transformation on X, which we denote X?.

(d) Do the three methods agree on what features are important? Why?

2. From exercise, generate a new dataset (X¨,y), where X¨ is a feature union of X and X? .

(a) Compute MDI, MDA, and SFI feature importance on (X¨,y), where the base estimator is RF.

(b) Do the three methods agree on the important features? Why?

Reference no: EM131926819

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