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Computing categorical feature importance using SHAP values.
Jan. 12, 2022, 7:31 p.m. | /u/diepala
Data Science www.reddit.com
So I have a model with a categorical variable encoded with one hot encoding, and I want to compute the feature importance of the categorical variable.
The feature importance is defined as the mean absolute value of the shap values. Then, to get the global importance of a categorical feature, should I just aggregate the values of all the components of the one hot encoding?
submitted by /u/diepala[link] [comments]
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