순열 특성 중요도 (Permutation Importance)

  • 기본적으로 제공되는 feature importance는 보통 가지에서 몇번 등장하는지, 혹은 불순도를 얼마나 낮추는 지에 대한 지표이다. 이러한, 방법의 문제점은 -영향을 주는 feature를 알수 없다는 것이다.
  • 순열 특성 중요도는 답이 있는 test set에 대해서, 혹은 validation set에 대해서 한번에 한개씩 feature를 선택한다음 해당하는 값들을 죄다 의미없는 값(value)들로 바꿔버린다.
  • 비슷한 방법으로 Leave one feature out방법이 있지만, 해당 feature를 제외한채 훈련을 해야하기 때문에 훨씬 자원소모적이다.

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