1 code implementation • 2 Sep 2021 • Pål Vegard Johnsen, Inga Strümke, Signe Riemer-Sørensen, Andrew Thomas DeWan, Mette Langaas
We build upon the recently published feature importance measure of SAGE (Shapley additive global importance) and introduce sub-SAGE which can be estimated without resampling for tree-based models.