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aswalin/catboost_feature_imp

Created May 22, 2019 00:47
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catboost_feature_imp
cb = CatBoostRegressor()
cb.get_feature_importance(type= "___")
"type" possible values:
- PredictionValuesChange
- LossFunctionChange
- FeatureImportance
PredictionValuesChange for non-ranking metrics and LossFunctionChange for ranking metrics
- ShapValues
Calculate SHAP Values for every object
- Interaction
Calculate pairwise score between every feature
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