ML 16: Permutation Importance Measures the Model, Not What the Data Need
Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. A random forest on the diabetes data. Shuffling bmi costs 0.168 of test R²; refitting the forest without bmi costs 0.043, 4 times less. Add an exact copy of bmi and the permutation importances are 0....