Assess feature importance in Keras for one-hot-encoded categorical features
An important aspect of tuning a model is assessing feature importance.
In Keras, how to assess the importance of a categorical feature which is one-hot encoded?
E.g. if a categorical feature is ice_cream_colour
with a cardinality of 12
then I can assess the individual importances of ice_cream_colour_blue
, ice_cream_colour_red
, etc, but how to do it for the entire ice_cream_colour
feature?
A naïve approach would be to sum all individual importances, but this assumes that the relationship between distinct feature importances is linear, which may not be the case.
Topic model-evaluations feature-importances keras neural-network
Category Data Science