get_model_relevance_table

get_model_relevance_table(df: DataFrame, df_exog: DataFrame, model: DecisionTreeRegressor | ExtraTreeRegressor | RandomForestRegressor | ExtraTreesRegressor | GradientBoostingRegressor | CatBoostRegressor) → DataFrame

Calculate relevance table with feature importance from model.

Parameters:

• df (DataFrame) – dataframe with timeseries

• df_exog (DataFrame) – dataframe with exogenous data

• model (DecisionTreeRegressor | ExtraTreeRegressor | RandomForestRegressor | ExtraTreesRegressor | GradientBoostingRegressor | CatBoostRegressor) – model to obtain feature importance, should have feature_importances_ property

Returns:

dataframe with feature importance values.

Return type:

pd.DataFrame