Sobol Indices to Measure Feature Importance

Web: https://towardsdatascience.com/sobol-indices-to-measure-feature-importance-54cedc3281bc?source=rss----7f60cf5620c9---4

Understanding the model’s output plays a major role in business-driven projects, and Sobol can help

Introduction

Every data projects include naturally an initial stage of pre-processing to get:

• Data in an appropriate format allowing the next stages of the project to function properly.
• High-quality data to ensure the best performance.

This second point includes two well-known steps from Data Scientists: feature selection and feature engineering.

• Feature Selection is the process of discarding relatively …

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