aerdem4/lofo-importance

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LOFO (Leave One Feature Out) Importance calculates the importances of a set of features based on a metric of choice, for a model of choice, by iteratively removing each feature from the set, and evaluating the performance of the model, with a validation scheme of choice, based on the chosen metric. LOFO first evaluates the performance of the model with all the input features included, then iteratively removes one feature at a time, retrains the model, and evaluates its performance on a validation...