| Rank | Feature | Model | Mean | Median | Std. dev. | Std. error | 95% CI | Min | Max | Repeats | CV |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Age | Production | 0.0820 | 0.0820 | 0.0110 | 0.0035 | 0.0752 to 0.0888 | 0.0820 | 0.0820 | 1 | 0.1341 |
| 1 | Income | Challenger | 0.0790 | 0.0790 | 0.0080 | 0.0025 | 0.0740 to 0.0840 | 0.0790 | 0.0790 | 1 | 0.1013 |
| 2 | Age | Challenger | 0.0730 | 0.0730 | 0.0100 | 0.0032 | 0.0668 to 0.0792 | 0.0730 | 0.0730 | 1 | 0.1370 |
| 2 | Income | Production | 0.0670 | 0.0670 | 0.0090 | 0.0028 | 0.0614 to 0.0726 | 0.0670 | 0.0670 | 1 | 0.1343 |
| 3 | Account Balance | Challenger | 0.0550 | 0.0550 | 0.0060 | 0.0019 | 0.0513 to 0.0587 | 0.0550 | 0.0550 | 1 | 0.1091 |
| 3 | Account Balance | Production | 0.0410 | 0.0410 | 0.0070 | 0.0022 | 0.0367 to 0.0453 | 0.0410 | 0.0410 | 1 | 0.1707 |
| 4 | Tenure | Challenger | 0.0180 | 0.0180 | 0.0040 | 0.0013 | 0.0155 to 0.0205 | 0.0180 | 0.0180 | 1 | 0.2222 |
| 4 | Region_North | Production | 0.0160 | 0.0160 | 0.0050 | 0.0016 | 0.0129 to 0.0191 | 0.0160 | 0.0160 | 1 | 0.3125 |
| 5 | Region_South | Production | 0.0120 | 0.0120 | 0.0040 | 0.0013 | 0.0095 to 0.0145 | 0.0120 | 0.0120 | 1 | 0.3333 |
| 5 | Region_North | Challenger | 0.0100 | 0.0100 | 0.0040 | 0.0013 | 0.0075 to 0.0125 | 0.0100 | 0.0100 | 1 | 0.4000 |
| 6 | Tenure | Production | 0.0090 | 0.0090 | 0.0030 | 0.0009 | 0.0071 to 0.0109 | 0.0090 | 0.0090 | 1 | 0.3333 |
| 6 | Region_South | Challenger | 0.0080 | 0.0080 | 0.0040 | 0.0013 | 0.0055 to 0.0105 | 0.0080 | 0.0080 | 1 | 0.5000 |
| 7 | Customer ID | Challenger | -0.0010 | -0.0010 | 0.0020 | 0.0006 | -0.0022 to 0.0002 | -0.0010 | -0.0010 | 1 | 2.0000 |
| 7 | Customer ID | Production | -0.0030 | -0.0030 | 0.0020 | 0.0006 | -0.0042 to -0.0018 | -0.0030 | -0.0030 | 1 | 0.6667 |
For metrics where larger values are better, importance equals the baseline score minus the permuted score. A larger decrease means the model depends more strongly on that feature. Repeated shuffles estimate uncertainty and stability.
Importance(j) = Baseline score − Permuted score(j) For error metrics where smaller values are better: Importance(j) = Permuted error(j) − Baseline error Standard error = Standard deviation ÷ √(number of repeats) Confidence interval = Mean importance ± z × Standard error
- Paste CSV data or upload a file.
- Select the metric direction and input method.
- Choose feature grouping, filtering, and normalization.
- Select a Plotly chart and display settings.
- Calculate, inspect warnings, then export results.
| Feature | Model | Mean Importance | Standard Deviation |
|---|---|---|---|
| Age | Production | 0.082 | 0.011 |
| Income | Production | 0.067 | 0.009 |
| Account Balance | Production | 0.041 | 0.007 |
| Region | Production | 0.014 | 0.005 |
| Customer ID | Production | -0.003 | 0.002 |
What does permutation importance measure?
It measures model performance loss after one feature is shuffled. Larger losses usually indicate stronger model dependence.
Why are some importance values negative?
A shuffled feature may improve the measured score by chance. Noise, redundancy, leakage, and sampling variation can cause this.
Should I use training or test data?
Use validation or test data when possible. Training data can overstate importance for an overfitted model.
How many permutation repeats are useful?
Ten repeats provide a practical start. More repeats improve stability but require more computation.
What happens with correlated features?
Correlated features can share or mask importance. Grouped permutation can provide a more realistic combined estimate.
Is permutation importance causal?
No. It explains model dependence, not whether a feature causes the predicted outcome.
What is the difference from impurity importance?
Permutation importance uses score changes on data. Impurity importance comes from tree split statistics and can favor high-cardinality variables.
How are error metrics handled?
Select lower as better. The calculator subtracts baseline error from permuted error so larger importance remains more influential.
Can I compare multiple models?
Yes. Include a model column, select models, and use the grouped comparison plot.