Hands-on Global Model Interpretation

What feature does a model think are important for determining if a patient has or doesn't have a heart disease? This question can be answered using feature importance. As I already mentioned at the start of the article we will work on the Heart Disease Data-set. You can find all the code used in this tutorial on my Github or as a Kaggle kernel. Most libraries like Scikit-Learn, XGBoost as well as other machine learning libraries already have their own feature importance methods but if you want to get exact results when working with models from multiple libraries it is advantageous to use the same method to calculate the feature importance for every model.