Feature Importance and Interpretation – Machine Learning with Python

Interpretation Is Not the Same as Prediction

A model can predict well and still be poorly understood.

Interpretation asks different questions:

Which features does the model rely on?
How sensitive are predictions to each feature?
Are relationships stable or dataset-specific?

Interpretation is useful, but it requires caution.

Feature importance is not causality.

Load Data

import pandas as pd

df = pd.read_csv("data/ml-ready/cdi-customer-churn.csv")

X = df.drop(columns="churn")
y = df["churn"]

Train/Test Split

from sklearn.model_selection import train_test_split

X_train, X_test, y_train, y_test = train_test_split(
    X,
    y,
    test_size=0.2,
    random_state=42,
    stratify=y
)

Define Preprocessing

from sklearn.compose import ColumnTransformer
from sklearn.preprocessing import OneHotEncoder, StandardScaler
from sklearn.pipeline import Pipeline

numeric_features = X.select_dtypes(include=["int64", "float64"]).columns
categorical_features = X.select_dtypes(include=["object"]).columns

numeric_transformer = Pipeline(
    steps=[("scaler", StandardScaler())]
)

categorical_transformer = Pipeline(
    steps=[("encoder", OneHotEncoder(handle_unknown="ignore"))]
)

preprocessor = ColumnTransformer(
    transformers=[
        ("num", numeric_transformer, numeric_features),
        ("cat", categorical_transformer, categorical_features)
    ]
)

Train a Model

For feature importance, tree-based models are convenient because they provide built-in importances.

from sklearn.tree import DecisionTreeClassifier

tree = Pipeline(
    steps=[
        ("preprocessor", preprocessor),
        ("classifier", DecisionTreeClassifier(
            max_depth=4,
            min_samples_leaf=10,
            random_state=42
        ))
    ]
)

tree.fit(X_train, y_train)

Pipeline(steps=[('preprocessor',
                 ColumnTransformer(transformers=[('num',
                                                  Pipeline(steps=[('scaler',
                                                                   StandardScaler())]),
                                                  Index(['tenure_months', 'monthly_spend', 'support_calls'], dtype='str')),
                                                 ('cat',
                                                  Pipeline(steps=[('encoder',
                                                                   OneHotEncoder(handle_unknown='ignore'))]),
                                                  Index(['customer_id', 'contract_type', 'autopay'], dtype='str'))])),
                ('classifier',
                 DecisionTreeClassifier(max_depth=4, min_samples_leaf=10,
                                        random_state=42))])

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Built-in Feature Importance (Expanded Features)

Decision trees provide a feature importance score.

Because one-hot encoding expands categorical variables into multiple columns, we first build the expanded feature names.

import numpy as np

ohe = (
    tree.named_steps["preprocessor"]
        .named_transformers_["cat"]
        .named_steps["encoder"]
)

cat_names = ohe.get_feature_names_out(categorical_features)
expanded_feature_names = np.concatenate([numeric_features, cat_names])

len(expanded_feature_names)

Now extract importance values from the fitted tree.

importances = tree.named_steps["classifier"].feature_importances_

imp_df = pd.DataFrame({
    "feature": expanded_feature_names,
    "importance": importances
}).sort_values("importance", ascending=False)

imp_df.head(10)

	feature	importance
1	monthly_spend	0.609083
0	tenure_months	0.201316
643	contract_type_month-to-month	0.136050
2	support_calls	0.053552
435	customer_id_C100544	0.000000
427	customer_id_C100534	0.000000
428	customer_id_C100535	0.000000
429	customer_id_C100536	0.000000
430	customer_id_C100538	0.000000
431	customer_id_C100539	0.000000

Plot the top features.

import matplotlib.pyplot as plt

top = imp_df.head(10).iloc[::-1]

fig, ax = plt.subplots()
ax.barh(top["feature"], top["importance"])
ax.set_xlabel("Importance")
ax.set_title("Top Feature Importances (Decision Tree)")
plt.show()

Permutation Importance (Original Features)

Permutation importance answers a different question:

How much does performance drop if we shuffle one input feature?

When we compute permutation importance on a pipeline, the permutation happens on the original input columns, not on expanded one-hot columns.

That means the importance results align with:

X.columns

not with expanded feature names.

from sklearn.inspection import permutation_importance

result = permutation_importance(
    tree,
    X_test,
    y_test,
    n_repeats=10,
    random_state=42,
    scoring="f1"
)

perm_df = pd.DataFrame({
    "feature": X.columns,
    "importance_mean": result.importances_mean,
    "importance_std": result.importances_std
}).sort_values("importance_mean", ascending=False)

perm_df.head(10)

	feature	importance_mean	importance_std
2	monthly_spend	0.051062	0.018469
3	support_calls	0.020419	0.014855
4	contract_type	0.014887	0.007450
1	tenure_months	0.009057	0.011963
0	customer_id	0.000000	0.000000
5	autopay	0.000000	0.000000

Plot the permutation importances.

top_p = perm_df.head(10).iloc[::-1]

fig, ax = plt.subplots()
ax.barh(top_p["feature"], top_p["importance_mean"])
ax.set_xlabel("Mean importance (F1 drop)")
ax.set_title("Top Permutation Importances (Original Features)")
plt.show()

Interpreting Importances Responsibly

Important does not mean causal.

A feature can appear important because:

it is correlated with the true driver
it encodes historical behavior
it captures an operational artifact
it is specific to this dataset

Use feature importance as a diagnostic tool.

Not as a causal claim.

Looking Ahead

In the next lesson, we close the free track.

We summarize what you can now do confidently, and what requires deeper study.

	steps steps: list of tuples List of (name of step, estimator) tuples that are to be chained in sequential order. To be compatible with the scikit-learn API, all steps must define `fit`. All non-last steps must also define `transform`. See :ref:`Combining Estimators ` for more details.	[('preprocessor', ...), ('classifier', ...)]
	transform_input transform_input: list of str, default=None The names of the :term:`metadata` parameters that should be transformed by the pipeline before passing it to the step consuming it. This enables transforming some input arguments to ``fit`` (other than ``X``) to be transformed by the steps of the pipeline up to the step which requires them. Requirement is defined via :ref:`metadata routing `. For instance, this can be used to pass a validation set through the pipeline. You can only set this if metadata routing is enabled, which you can enable using ``sklearn.set_config(enable_metadata_routing=True)``. .. versionadded:: 1.6	None
	memory memory: str or object with the joblib.Memory interface, default=None Used to cache the fitted transformers of the pipeline. The last step will never be cached, even if it is a transformer. By default, no caching is performed. If a string is given, it is the path to the caching directory. Enabling caching triggers a clone of the transformers before fitting. Therefore, the transformer instance given to the pipeline cannot be inspected directly. Use the attribute ``named_steps`` or ``steps`` to inspect estimators within the pipeline. Caching the transformers is advantageous when fitting is time consuming. See :ref:`sphx_glr_auto_examples_neighbors_plot_caching_nearest_neighbors.py` for an example on how to enable caching.	None
	verbose verbose: bool, default=False If True, the time elapsed while fitting each step will be printed as it is completed.	False

	transformers transformers: list of tuples List of (name, transformer, columns) tuples specifying the transformer objects to be applied to subsets of the data. name : str Like in Pipeline and FeatureUnion, this allows the transformer and its parameters to be set using ``set_params`` and searched in grid search. transformer : {'drop', 'passthrough'} or estimator Estimator must support :term:`fit` and :term:`transform`. Special-cased strings 'drop' and 'passthrough' are accepted as well, to indicate to drop the columns or to pass them through untransformed, respectively. columns : str, array-like of str, int, array-like of int, array-like of bool, slice or callable Indexes the data on its second axis. Integers are interpreted as positional columns, while strings can reference DataFrame columns by name. A scalar string or int should be used where ``transformer`` expects X to be a 1d array-like (vector), otherwise a 2d array will be passed to the transformer. A callable is passed the input data `X` and can return any of the above. To select multiple columns by name or dtype, you can use :obj:`make_column_selector`.	[('num', ...), ('cat', ...)]
	remainder remainder: {'drop', 'passthrough'} or estimator, default='drop' By default, only the specified columns in `transformers` are transformed and combined in the output, and the non-specified columns are dropped. (default of ``'drop'``). By specifying ``remainder='passthrough'``, all remaining columns that were not specified in `transformers`, but present in the data passed to `fit` will be automatically passed through. This subset of columns is concatenated with the output of the transformers. For dataframes, extra columns not seen during `fit` will be excluded from the output of `transform`. By setting ``remainder`` to be an estimator, the remaining non-specified columns will use the ``remainder`` estimator. The estimator must support :term:`fit` and :term:`transform`. Note that using this feature requires that the DataFrame columns input at :term:`fit` and :term:`transform` have identical order.	'drop'
	sparse_threshold sparse_threshold: float, default=0.3 If the output of the different transformers contains sparse matrices, these will be stacked as a sparse matrix if the overall density is lower than this value. Use ``sparse_threshold=0`` to always return dense. When the transformed output consists of all dense data, the stacked result will be dense, and this keyword will be ignored.	0.3
	n_jobs n_jobs: int, default=None Number of jobs to run in parallel. ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. ``-1`` means using all processors. See :term:`Glossary ` for more details.	None
	transformer_weights transformer_weights: dict, default=None Multiplicative weights for features per transformer. The output of the transformer is multiplied by these weights. Keys are transformer names, values the weights.	None
	verbose verbose: bool, default=False If True, the time elapsed while fitting each transformer will be printed as it is completed.	False
	verbose_feature_names_out verbose_feature_names_out: bool, str or Callable[[str, str], str], default=True - If True, :meth:`ColumnTransformer.get_feature_names_out` will prefix all feature names with the name of the transformer that generated that feature. It is equivalent to setting `verbose_feature_names_out="{transformer_name}__{feature_name}"`. - If False, :meth:`ColumnTransformer.get_feature_names_out` will not prefix any feature names and will error if feature names are not unique. - If ``Callable[[str, str], str]``, :meth:`ColumnTransformer.get_feature_names_out` will rename all the features using the name of the transformer. The first argument of the callable is the transformer name and the second argument is the feature name. The returned string will be the new feature name. - If ``str``, it must be a string ready for formatting. The given string will be formatted using two field names: ``transformer_name`` and ``feature_name``. e.g. ``"{feature_name}__{transformer_name}"``. See :meth:`str.format` method from the standard library for more info. .. versionadded:: 1.0 .. versionchanged:: 1.6 `verbose_feature_names_out` can be a callable or a string to be formatted.	True
	force_int_remainder_cols force_int_remainder_cols: bool, default=False This parameter has no effect. .. note:: If you do not access the list of columns for the remainder columns in the `transformers_` fitted attribute, you do not need to set this parameter. .. versionadded:: 1.5 .. versionchanged:: 1.7 The default value for `force_int_remainder_cols` will change from `True` to `False` in version 1.7. .. deprecated:: 1.7 `force_int_remainder_cols` is deprecated and will be removed in 1.9.	'deprecated'

	copy copy: bool, default=True If False, try to avoid a copy and do inplace scaling instead. This is not guaranteed to always work inplace; e.g. if the data is not a NumPy array or scipy.sparse CSR matrix, a copy may still be returned.	True
	with_mean with_mean: bool, default=True If True, center the data before scaling. This does not work (and will raise an exception) when attempted on sparse matrices, because centering them entails building a dense matrix which in common use cases is likely to be too large to fit in memory.	True
	with_std with_std: bool, default=True If True, scale the data to unit variance (or equivalently, unit standard deviation).	True

	categories categories: 'auto' or a list of array-like, default='auto' Categories (unique values) per feature: - 'auto' : Determine categories automatically from the training data. - list : ``categories[i]`` holds the categories expected in the ith column. The passed categories should not mix strings and numeric values within a single feature, and should be sorted in case of numeric values. The used categories can be found in the ``categories_`` attribute. .. versionadded:: 0.20	'auto'
	drop drop: {'first', 'if_binary'} or an array-like of shape (n_features,), default=None Specifies a methodology to use to drop one of the categories per feature. This is useful in situations where perfectly collinear features cause problems, such as when feeding the resulting data into an unregularized linear regression model. However, dropping one category breaks the symmetry of the original representation and can therefore induce a bias in downstream models, for instance for penalized linear classification or regression models. - None : retain all features (the default). - 'first' : drop the first category in each feature. If only one category is present, the feature will be dropped entirely. - 'if_binary' : drop the first category in each feature with two categories. Features with 1 or more than 2 categories are left intact. - array : ``drop[i]`` is the category in feature ``X[:, i]`` that should be dropped. When `max_categories` or `min_frequency` is configured to group infrequent categories, the dropping behavior is handled after the grouping. .. versionadded:: 0.21 The parameter `drop` was added in 0.21. .. versionchanged:: 0.23 The option `drop='if_binary'` was added in 0.23. .. versionchanged:: 1.1 Support for dropping infrequent categories.	None
	sparse_output sparse_output: bool, default=True When ``True``, it returns a :class:`scipy.sparse.csr_matrix`, i.e. a sparse matrix in "Compressed Sparse Row" (CSR) format. .. versionadded:: 1.2 `sparse` was renamed to `sparse_output`	True
	dtype dtype: number type, default=np.float64 Desired dtype of output.	<class 'numpy.float64'>
	handle_unknown handle_unknown: {'error', 'ignore', 'infrequent_if_exist', 'warn'}, default='error' Specifies the way unknown categories are handled during :meth:`transform`. - 'error' : Raise an error if an unknown category is present during transform. - 'ignore' : When an unknown category is encountered during transform, the resulting one-hot encoded columns for this feature will be all zeros. In the inverse transform, an unknown category will be denoted as None. - 'infrequent_if_exist' : When an unknown category is encountered during transform, the resulting one-hot encoded columns for this feature will map to the infrequent category if it exists. The infrequent category will be mapped to the last position in the encoding. During inverse transform, an unknown category will be mapped to the category denoted `'infrequent'` if it exists. If the `'infrequent'` category does not exist, then :meth:`transform` and :meth:`inverse_transform` will handle an unknown category as with `handle_unknown='ignore'`. Infrequent categories exist based on `min_frequency` and `max_categories`. Read more in the :ref:`User Guide `. - 'warn' : When an unknown category is encountered during transform a warning is issued, and the encoding then proceeds as described for `handle_unknown="infrequent_if_exist"`. .. versionchanged:: 1.1 `'infrequent_if_exist'` was added to automatically handle unknown categories and infrequent categories. .. versionadded:: 1.6 The option `"warn"` was added in 1.6.	'ignore'
	min_frequency min_frequency: int or float, default=None Specifies the minimum frequency below which a category will be considered infrequent. - If `int`, categories with a smaller cardinality will be considered infrequent. - If `float`, categories with a smaller cardinality than `min_frequency * n_samples` will be considered infrequent. .. versionadded:: 1.1 Read more in the :ref:`User Guide `.	None
	max_categories max_categories: int, default=None Specifies an upper limit to the number of output features for each input feature when considering infrequent categories. If there are infrequent categories, `max_categories` includes the category representing the infrequent categories along with the frequent categories. If `None`, there is no limit to the number of output features. .. versionadded:: 1.1 Read more in the :ref:`User Guide `.	None
	feature_name_combiner feature_name_combiner: "concat" or callable, default="concat" Callable with signature `def callable(input_feature, category)` that returns a string. This is used to create feature names to be returned by :meth:`get_feature_names_out`. `"concat"` concatenates encoded feature name and category with `feature + "_" + str(category)`.E.g. feature X with values 1, 6, 7 create feature names `X_1, X_6, X_7`. .. versionadded:: 1.3	'concat'

	criterion criterion: {"gini", "entropy", "log_loss"}, default="gini" The function to measure the quality of a split. Supported criteria are "gini" for the Gini impurity and "log_loss" and "entropy" both for the Shannon information gain, see :ref:`tree_mathematical_formulation`.	'gini'
	splitter splitter: {"best", "random"}, default="best" The strategy used to choose the split at each node. Supported strategies are "best" to choose the best split and "random" to choose the best random split.	'best'
	max_depth max_depth: int, default=None The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples.	4
	min_samples_split min_samples_split: int or float, default=2 The minimum number of samples required to split an internal node: - If int, then consider `min_samples_split` as the minimum number. - If float, then `min_samples_split` is a fraction and `ceil(min_samples_split * n_samples)` are the minimum number of samples for each split. .. versionchanged:: 0.18 Added float values for fractions.	2
	min_samples_leaf min_samples_leaf: int or float, default=1 The minimum number of samples required to be at a leaf node. A split point at any depth will only be considered if it leaves at least ``min_samples_leaf`` training samples in each of the left and right branches. This may have the effect of smoothing the model, especially in regression. - If int, then consider `min_samples_leaf` as the minimum number. - If float, then `min_samples_leaf` is a fraction and `ceil(min_samples_leaf * n_samples)` are the minimum number of samples for each node. .. versionchanged:: 0.18 Added float values for fractions.	10
	min_weight_fraction_leaf min_weight_fraction_leaf: float, default=0.0 The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Samples have equal weight when sample_weight is not provided.	0.0
	max_features max_features: int, float or {"sqrt", "log2"}, default=None The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a fraction and `max(1, int(max_features * n_features_in_))` features are considered at each split. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. .. note:: The search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features.	None
	random_state random_state: int, RandomState instance or None, default=None Controls the randomness of the estimator. The features are always randomly permuted at each split, even if ``splitter`` is set to ``"best"``. When ``max_features < n_features``, the algorithm will select ``max_features`` at random at each split before finding the best split among them. But the best found split may vary across different runs, even if ``max_features=n_features``. That is the case, if the improvement of the criterion is identical for several splits and one split has to be selected at random. To obtain a deterministic behaviour during fitting, ``random_state`` has to be fixed to an integer. See :term:`Glossary ` for details.	42
	max_leaf_nodes max_leaf_nodes: int, default=None Grow a tree with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes.	None
	min_impurity_decrease min_impurity_decrease: float, default=0.0 A node will be split if this split induces a decrease of the impurity greater than or equal to this value. The weighted impurity decrease equation is the following:: N_t / N * (impurity - N_t_R / N_t * right_impurity - N_t_L / N_t * left_impurity) where ``N`` is the total number of samples, ``N_t`` is the number of samples at the current node, ``N_t_L`` is the number of samples in the left child, and ``N_t_R`` is the number of samples in the right child. ``N``, ``N_t``, ``N_t_R`` and ``N_t_L`` all refer to the weighted sum, if ``sample_weight`` is passed. .. versionadded:: 0.19	0.0
	class_weight class_weight: dict, list of dict or "balanced", default=None Weights associated with classes in the form ``{class_label: weight}``. If None, all classes are supposed to have weight one. For multi-output problems, a list of dicts can be provided in the same order as the columns of y. Note that for multioutput (including multilabel) weights should be defined for each class of every column in its own dict. For example, for four-class multilabel classification weights should be [{0: 1, 1: 1}, {0: 1, 1: 5}, {0: 1, 1: 1}, {0: 1, 1: 1}] instead of [{1:1}, {2:5}, {3:1}, {4:1}]. The "balanced" mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as ``n_samples / (n_classes * np.bincount(y))`` For multi-output, the weights of each column of y will be multiplied. Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified.	None
	ccp_alpha ccp_alpha: non-negative float, default=0.0 Complexity parameter used for Minimal Cost-Complexity Pruning. The subtree with the largest cost complexity that is smaller than ``ccp_alpha`` will be chosen. By default, no pruning is performed. See :ref:`minimal_cost_complexity_pruning` for details. See :ref:`sphx_glr_auto_examples_tree_plot_cost_complexity_pruning.py` for an example of such pruning. .. versionadded:: 0.22	0.0
	monotonic_cst monotonic_cst: array-like of int of shape (n_features), default=None Indicates the monotonicity constraint to enforce on each feature. - 1: monotonic increase - 0: no constraint - -1: monotonic decrease If monotonic_cst is None, no constraints are applied. Monotonicity constraints are not supported for: - multiclass classifications (i.e. when `n_classes > 2`), - multioutput classifications (i.e. when `n_outputs_ > 1`), - classifications trained on data with missing values. The constraints hold over the probability of the positive class. Read more in the :ref:`User Guide `. .. versionadded:: 1.4	None