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What percentage of shadow features does each real feature outperform? #112

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rwjmiller opened this issue Feb 13, 2023 · 0 comments
Open

What percentage of shadow features does each real feature outperform? #112

rwjmiller opened this issue Feb 13, 2023 · 0 comments

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@rwjmiller
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It would be useful to be able to capture this to get a relative sense of feature importance. If I understand correctly, it would also enable one to see the impact of setting different values for perc without having to actually re-run the whole feature selection process for each value of perc.
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@rwjmiller