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[Models] Add feature importance estimation #637

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cchallu opened this issue Jun 9, 2023 · 3 comments
Open

[Models] Add feature importance estimation #637

cchallu opened this issue Jun 9, 2023 · 3 comments
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enhancement feature

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@cchallu
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cchallu commented Jun 9, 2023 •
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Description

Add estimation of the importance of exogenous covariates, integrating explainability algorithms such as SHAP or LIME.

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@Rrreert
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Rrreert commented Jan 25, 2024

I have the same proposal as this brother

@jmoralez jmoralez mentioned this issue Jul 15, 2024
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@masadshoaib
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Hello,

I want to use the hyperoptimized parameter values when calculating SHAP values. Is there any update on the above?

Many thanks!

@anthonygiorgio97
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Hi. Do you have any timeline in mind for when SHAP values will be available?
Is there any way to compute them for NHITS?

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@cchallu @masadshoaib @anthonygiorgio97 @Rrreert