Permutation Feature Importance from Scratch

Understanding the importance of permutations in the field of explainable AI

(source: author)

If you look under the hood of the most advanced XAI methods, you will find permutations. SHAP, LIME, PDPs & ICE Plots, ALEs and Friedman's H-stat all rely on them. This is why understanding permutations and their limitations is so important to the field. So, let’s…