<model_name>!EXPLAIN_FEATURE_IMPORTANCE

Returns the relative feature importance for each feature used by the model.

If you need to select specific columns from the data returned by this method, you can call the method in the FROM clause of a SELECT statement. See Selecting columns from SQL class instance methods that return tabular data.

Syntax

<model_name>!EXPLAIN_FEATURE_IMPORTANCE();
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Returns

Column

Type

Description

SERIES

VARIANT

Series value (NULL if model was trained with single time series).

RANK

INTEGER

The importance rank of a feature for a specific series

FEATURE_NAME

VARCHAR

The name of the feature used to train the model aggregated_endogenous_features represents all features derived as transformations of your target variable.

IMPORTANCE_SCORE

FLOAT

The feature’s importance score: a value in [0, 1], with 0 being the lowest possible importance, and 1 the highest.

FEATURE_TYPE

VARCHAR

The source of the feature, one of:

  • user_provided

  • derived_from_timestamp

  • derived_from_endogenous