sklearn.inspection
.permutation_importance¶

sklearn.inspection.
permutation_importance
(estimator, X, y, scoring=None, n_repeats=5, n_jobs=None, random_state=None)[source]¶ Permutation importance for feature evaluation [BRE].
The estimator is required to be a fitted estimator.
X
can be the data set used to train the estimator or a holdout set. The permutation importance of a feature is calculated as follows. First, a baseline metric, defined by scoring, is evaluated on a (potentially different) dataset defined by theX
. Next, a feature column from the validation set is permuted and the metric is evaluated again. The permutation importance is defined to be the difference between the baseline metric and metric from permutating the feature column.Read more in the User Guide.
 Parameters
 estimatorobject
An estimator that has already been fitted and is compatible with scorer.
 Xndarray or DataFrame, shape (n_samples, n_features)
Data on which permutation importance will be computed.
 yarraylike or None, shape (n_samples, ) or (n_samples, n_classes)
Targets for supervised or
None
for unsupervised. scoringstring, callable or None, default=None
Scorer to use. It can be a single string (see The scoring parameter: defining model evaluation rules) or a callable (see Defining your scoring strategy from metric functions). If None, the estimator’s default scorer is used.
 n_repeatsint, default=5
Number of times to permute a feature.
 n_jobsint or None, default=None
The number of jobs to use for the computation.
None
means 1 unless in ajoblib.parallel_backend
context.1
means using all processors. See Glossary for more details. random_stateint, RandomState instance, or None, default=None
Pseudorandom number generator to control the permutations of each feature. See random_state.
 Returns
 resultBunch
Dictionarylike object, with attributes:
 importances_meanndarray, shape (n_features, )
Mean of feature importance over
n_repeats
. importances_stdndarray, shape (n_features, )
Standard deviation over
n_repeats
. importancesndarray, shape (n_features, n_repeats)
Raw permutation importance scores.
References
 BRE
L. Breiman, “Random Forests”, Machine Learning, 45(1), 532, 2001. https://doi.org/10.1023/A:1010933404324