Feature Selection And Feature Importance: How Are They Related?

How are feature selection and feature importance related? This is a question I came upon often when doing research, but it's also a practical question when doing machine learning. They are, however, complementary and if you get feature selection right, you can boost interpretability. Subscribe for free to receive new posts and support my work. I've done a lot of research in the field of machine learning interpretability, especially about permutation feature importance.