Feature importance and model interpretation in Python
What you'll learn
- How to calculate feature importance according to several models
- How to use SHAP technique to calculate feature importance of every model
- Recursive Feature Elimination
- How to apply RFE with and without cross-validation
- Python programming language
In this practical course, we are going to focus on feature importance and model interpretation in supervised machine learning using Python programming language.
Feature importance makes us better understand the information behind data and allows us to reduce the dimensionality of our problem considering only the relevant information, discarding all the useless variables. A common dimensionality reduction technique based on feature importance is the Recursive Feature Elimination.
Model interpretation helps us to correctly analyze and interpret the results of a model. A common approach for calculating model interpretation is the SHAP technique.
With this course, you are going to learn:
How to calculate feature importance according to a model
SHAP technique for calculating feature importance according to every model
Recursive Feature Elimination for dimensionality reduction, with and without the use of cross-validation
All the lessons of this course start with a brief introduction and end with a practical example in Python programming language and its powerful scikit-learn library. The environment that will be used is Jupyter, which is a standard in the data science industry. All the Jupyter notebooks are downloadable.
This course is part of my Supervised Machine Learning in Python online course, so you'll find some lessons that are already included in the larger course.
Who this course is for:
- Python developers
- Data Scientists
- Computer engineers
My name is Gianluca Malato, I'm Italian and have a Master's Degree cum laude in Theoretical Physics of disordered systems at "La Sapienza" University of Rome.
I'm a Data Scientist who has been working for years in the banking and insurance sector. I have extensive experience in software programming and project management and I have been dealing with data analysis and machine learning in the corporate environment for several years.
I am also skilled in data analysis (e.g. relational databases and SQL language), numerical algorithms (e.g. ODE integration, optimization algorithtms) and simulation (e.g. Monte Carlo techniques).
I've written many articles about Machine Learning, R and Python and I've been a Top Writer on Medium in Artificial Intelligence category.