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Tweak feature importance sorting #45

@guerinclement

Description

@guerinclement

Description of Problem:
I was surprised to find some features with missing values at the bottom of the feature importance list.
It was important for my use case to spot variables where some modalities never appear.

Overview of the Solution:
I would appreciate the possibility to set some sort of "feature importance policy".

Examples:
Priorise by:

  • missing modalities
  • mean/max distribution gaps
  • ...

Blockers:
None

Definition of Done:
Feature is available.

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