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machine-learningazure-machine-learning-service

Feature weightage from Azure Machine Learning Deployed Web Service

I am trying to predict from my past data which has around 20 attribute columns and a label. Out of those 20, only 4 are significant for prediction. But i also want to know that if a row falls into one of the classified categories, what other important correlated columns apart from those 4 and what are their weight. I want to get that result from my deployed web service on Azure.

Solution

  • You can use permutation feature importance module but that will give importance of the features across the sample set. Retrieving the weights on per call basis is not available in Azure ML.