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How is Importance on the Data tab calculated?

MariaVasiliadis
DataRobot Employee
DataRobot Employee

How is the importance column calculated on the Data tab? Does it aggregate all of the model results somehow?

MariaVasiliadis_0-1623859326218.png

 

2 Replies
MR
Blue LED

First of all this Feature "Importance" is different from Feature "Impact" in DataRobot

Feature Impact: measures how much the model effectiveness in prediction is affected if a feature is randomly shuffled(altered/permuted) while leaving all features unchanged

Feature Importance : measures non-linear correlation between individual predictors vs target variable

  • How is the importance column calculated? 
    • calculated based on "Alternating Conditional Expectations" (ACE) algorithm that finds and measures the information content of the each variable in the dataset in relationship with target variable
  • Does it aggregate all of the model results somehow?
    • No, Because it uses a simple ACE algorithmic model.
    • After we click "Start" button to build the list of models, the first thing we can notice is that  "importance scores" appearing in on the green color bar  even before DataRobot runs the all the models to find the championship model. 
    • So DataRobot can not and does not aggregate the model scores to show the "importance scores"
MariaVasiliadis
DataRobot Employee
DataRobot Employee

Thanks @MR ! Good to know that the importance column is based on a separate, single algorithm.