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You train a classification model by using a logistic regression algorithm.
You must be able to explain the model's predictions by calculating the importance of each feature, both as an overall global relative importance value and as a measure of local importance for a specific set of predictions.
You need to create an explainer that you can use to retrieve the required global and local feature importance values.
Solution: Create a MimicExplainer.
Does the solution meet the goal?
Instead use Permutation Feature Importance Explainer (PFI).
Note 1: Mimic explainer is based on the idea of training global surrogate models to mimic blackbox models. A global surrogate model is an intrinsically interpretable model that is trained to approximate the predictions of any black box model as accurately as possible. Data scientists can interpret the surrogate model to draw conclusions about the black box model.
Note 2: Permutation Feature Importance Explainer (PFI): Permutation Feature Importance is a technique used to explain classification and regression models. At a high level, the way it works is by randomly shuffling data one feature at a time for the entire dataset and calculating how much the performance metric of interest changes. The larger the change, the more important that feature is. PFI can explain the overall behavior of any underlying model but does not explain individual predictions.