I am trying to analyze the output of running xgb classifier. I haven't been able to find a proper explanation of the difference between the feature weights and the features importance chart. Here is a sample screenshot (not from my dataset but the same analysis I am running). I will appreciate explanations or references to where I can get any. Thanks in advance Screenshot
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Check out https://datascience.stackexchange.com/questions/65973/differences-between-feature-weighting-and-feature-selection – YScharf May 19 '22 at 08:42
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"Feature importance is like feature weighting" :) Would love to find out a bit more about the difference – Nata May 19 '22 at 12:19
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Feature weights is something that theoretically can also be set manually for adjusting the training. Although an API is not always provided to do it. – YScharf May 19 '22 at 12:28