Christo S. Christov
Christo S. Christov

Reputation: 2309

Machine learning model with relative feature importance

I have ~12 features and not much data. I would like to train a machine learning model but instruct it that I have some information in which some features are more important than others. Is there a way to do that, one way I came up with was to generate a lot of data based on pre-existing data with small changes and include the same labels thus covering more of the search space. I would like that the relative feature importance matrix has some weight on the final feature importance (as generated by a classification tree for ex.)

Ideally it would be like

Relative feature importance matrix:

N F1 F2 F3
F1 1 2  N
F2 .5 1  1
F3 N  1   1

Upvotes: 0

Views: 279

Answers (1)

Andrew
Andrew

Reputation: 501

If I understand the question, you want to have some features be more important than others. To do this, you can assign weights to the individual features themselves based on which you want to be taken into account more heavily.

This question is rather broad so I hope this can be of help.

Upvotes: 1

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