Is there any way to get variable importance with Keras?
*Edited to include relevant code to implement permutation importance. I answered a similar question at Feature Importance Chart in neural network using Keras in Python. It does implement what Teque5 mentioned above, namely shuffling the variable among your sample or permutation importance using the ELI5 package. from keras.wrappers.scikit_learn import KerasClassifier, KerasRegressor import eli5 from eli5.sklearn … Read more