diff --git a/src/Microsoft.ML.Transforms/PermutationFeatureImportanceExtensions.cs b/src/Microsoft.ML.Transforms/PermutationFeatureImportanceExtensions.cs
index 9162c82d24..4975a7250d 100644
--- a/src/Microsoft.ML.Transforms/PermutationFeatureImportanceExtensions.cs
+++ b/src/Microsoft.ML.Transforms/PermutationFeatureImportanceExtensions.cs
@@ -12,10 +12,37 @@ namespace Microsoft.ML
public static class PermutationFeatureImportanceExtensions
{
///
- /// Permutation Feature Importance is a technique that calculates how much each feature 'matters' to the predictions.
- /// Namely, how much the model's predictions will change if we randomly permute the values of one feature across the evaluation set.
- /// If the quality doesn't change much, this feature is not very important. If the quality drops drastically, this was a really important feature.
+ /// Permutation Feature Importance (PFI) for Regression
///
+ ///
+ ///
+ /// Permutation feature importance (PFI) is a technique to determine the global importance of features in a trained
+ /// machine learning model. PFI is a simple yet powerul technique motivated by Breiman in his Random Forest paper, section 10
+ /// (Breiman. "Random Forests." Machine Learning, 2001.)
+ /// The advantage of the PFI method is that it is model agnostic -- it works with any model that can be
+ /// evaluated -- and it can use any dataset, not just the training set, to compute feature importance metrics.
+ ///
+ ///
+ /// PFI works by taking a labeled dataset, choosing a feature, and permuting the values
+ /// for that feature across all the examples, so that each example now has a random value for the feature and
+ /// the original values for all other features. The evalution metric (e.g. AUC or R-squared) is then calculated
+ /// for this modified dataset, and the change in the evaluation metric from the original dataset is computed.
+ /// The larger the change in the evaluation metric, the more important the feature is to the model.
+ /// PFI works by performing this permutation analysis across all the features of a model, one after another.
+ ///
+ ///
+ /// In this implementation, PFI computes the change in all possible regression evaluation metrics for each feature, and an
+ /// ImmutableArray
of RegressionEvaluator.Result
objects is returned. See the sample below for an
+ /// example of working with these results to analyze the feature importance of a model.
+ ///
+ ///
+ ///
+ ///
+ ///
+ ///
+ ///
/// The regression context.
/// The model to evaluate.
/// The evaluation data set.