/icpr2020-rfi

Code for the paper "Relative Feature Importance" accepted at ICPR2020

Primary LanguagePython

Relative Feature Importance

by Gunnar König, Christoph Molnar, Bernd Bischl, Moritz Grosse-Wentrup [arXiv]

Contents

This repository contains the code accompagnying the paper "Relative Feature Importance", submitted at ICPR2020.

  • datagen.py: code for the sampling of the dataset used in the examples
  • rfi.py: functions for the computation of relative feature importance
  • ex1_confounding: code for the example with variables outside training feature set
  • ex2_chain: code for indirect influence example

Dependencies

matplotlib==3.2.2
seaborn==0.10.1
torch==1.5.0
pyro_ppl==1.3.1
pandas==1.0.5
numpy==1.18.1
scipy==1.4.1
pyro==3.16
scikit_learn==0.23.1

Implementation of RFI

An updated implementation of RFI can be found in the fippy package on https://github.com/gcskoenig/fippy.