BPt.EvalResultsSubset.fis_

property EvalResultsSubset.fis_

This property stores the mean value across each fold of the CV for either the coef_ or feature_importance_ parameter.

Warning

If a feature is not present in all folds, then it’s mean value will be computed from only the folds in which it was present.

When using transformers, for example one hot encoder, since the encoding is done on the fly, there is no guarantee that ‘one hot encoder category_1’ is actually the same category 1 across folds.

If for some reason some folds have a model with feature importances and other coef_ they will still all be averaged together, so make sure that this parameter is only used when all of the underlying models across folds should have comparable feature importances.