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Updating the XML Docs for Permutation Feature Importance #1733

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Original file line number Diff line number Diff line change
Expand Up @@ -12,9 +12,21 @@ namespace Microsoft.ML
public static class PermutationFeatureImportanceExtensions
{
/// <summary>
/// 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) is a technique to determine the global importance features in a trained
/// machine learning model. PFI works by taking a labeled dataset, and then, going feature by feature, the values
/// for that feature are permuted, and the resulting change in the metric values for the task is computed. The
/// larger the change in the evaluation metric, the more important the feature is to the model. This is a simple
/// feature importance scheme motivated by Breiman in his Random Forest paper, in 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.
/// /// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[PFI](~/../docs/samples/Microsoft.ML.Samples/Dynamic/PermutationFeatureImportance.cs)]
/// ]]>
/// </format>
/// </example>
/// </summary>
/// <param name="ctx">The regression context.</param>
/// <param name="model">The model to evaluate.</param>
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