[scikit-learn] Query about use of standard deviation on tree feature_importances_ in demo plot_forest_importances.html

Olivier Grisel olivier.grisel at ensta.org
Fri Jun 23 13:51:09 EDT 2017

+1 for changing this example to have error bars represent 5 & 95
percentiles or 25 and 75 percentiles (quartiles).

Or event bootstrapped confidence intervals or the mean feature
importance for each variable. This might be a bit too verbose for an
example though.

> Perhaps more importantly - is a visual
indication of the spread of feature importances in an ensemble
actually a useful thing to plot? Does it serve a diagnostic value?

Yes. Otherwise people might be over-confident in the stability of
those feature importances.


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