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Joe Corliss's avatar

There is a chance (however small) that the random feature will have moderate or high importance and cause us to drop useful features. I would want to run the process 100+ times and drop the features that are identified the most often. But this would require many model fits. Overall, I would prefer to calculate the permutation importances once and see if there's a clear threshold for features worth keeping.

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Kumar Abhishek's avatar

Thank you for this post. How do you draw these nice animated arrows? Is there a library for exaclidraw or do you use any other tool?

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