A Guide to 21 Feature Importance Methods and Packages in Machine Learning (with Code)

From the OmniXAI, Shapash, and Dalex interpretability packages to the Boruta, Relief, and Random Forest feature selection algorithms

Dr. Theophano Mitsa
Towards Data Science
19 min readDec 19, 2023

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Image created by the author at DALL-E

“We are our choices.” —Jean-Paul Sartre

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I am a data scientist ( ECE Ph.D.) and I write about data science and self-improvement