Feature Importance by Drop-One: Which Feature Earns Its Place? (with a Chart)
This lesson is part of the course
In this lesson
You fit the full model with TREND, refit it three times with one feature dropped, compare test MAEs and chart how much each feature really helps.
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Lessons in this course
- Lag & Rolling-Mean Features: Turning a Series into a Table Locked
- Calendar Features: Weekday Dummies & a Holiday Flag Locked
- Train/Test Split by Date: No Peeking into the Future Locked
- Baselines First: Naive, Seasonal Naive & MAE, RMSE, MAPE Locked
- Linear Regression on Lags with LINEST Locked
- Predict the Test Set & Compare Errors (with a Chart) Locked
- Walk-Forward Validation: An Expanding Window, Step by Step Locked
- Feature Importance by Drop-One: Which Feature Earns Its Place? (with a Chart) Locked