Intuit Inc.
VALUE OVER REPLACEMENT FEATURE (VORF) BASED DETERMINATION OF FEATURE IMPORTANCE IN MACHINE LEARNING

Abstract:

Systems and models are disclosed for determining a value over replacement feature (VORF) for one or more features of a machine learning model. An example method includes selecting one or more features used in the machine learning model, determining a comparison set of unused features not used in the machine learning model, for each unused feature in the comparison set, determining a difference in a specified metric when the selected one or more features are replaced by a corresponding unused feature from the comparison set, and determining the VORF to be the smallest difference in the specified metric.