Visualize Feature Importances with Yellowbrick

The more features a model has, the more sensitive the model is to errors due to variance. Thus, we want to select the minimum required features to produce a valid model.

A common approach to eliminate features is to eliminate the ones that are the least important to the model. Then we re-evaluate if the model actually performs better during cross-validation.

Yellowbrick’s FeatureImportances is ideal for this task since it helps us to visualize the relative importance of the features for the model.

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