How to identify what features affect predictions result?

Viewed 90

I have a table with features that were used to build some model to predict whether user will buy a new insurance or not. In the same table I have probability of belonging to the class 1 (will buy) and class 0 (will not buy) predicted by this model. I don't know what kind of algorithm was used to build this model. I only have its predicted probabilities.

Question: how to identify what features affect these prediction results? Do I need to build correlation matrix or conduct any tests?

Table example:

+---------+-----+-----------+---------+--------+-----------+--------+---------+-------------+------------+
| user_id | age | car_price | car_age | income | education | gender | crashes | probability | true_labes |
+---------+-----+-----------+---------+--------+-----------+--------+---------+-------------+------------+
| 1       | 29  | 15600     | 3       | 20000  | 3         | 1      | 1       | 0.23        | 0          |
+---------+-----+-----------+---------+--------+-----------+--------+---------+-------------+------------+
| 2       | 41  | 43000     | 1       | 65000  | 2         | 0      | 1       | 0.1         | 0          |
+---------+-----+-----------+---------+--------+-----------+--------+---------+-------------+------------+
| 3       | 39  | 23500     | 5       | 43000  | 3         | 1      | 0       | 0.46        | 1          |
+---------+-----+-----------+---------+--------+-----------+--------+---------+-------------+------------+
| 4       | 19  | 12200     | 3       | 13000  | 1         | 1      | 0       | 0.34        | 1          |
+---------+-----+-----------+---------+--------+-----------+--------+---------+-------------+------------+
| 5       | 68  | 21900     | 2       | 31300  | 3         | 0      | 1       | 0.85        | 1          |
+---------+-----+-----------+---------+--------+-----------+--------+---------+-------------+------------+
1 Answers

You could build a model like this.

x = features you have. y = true_lable

from that you can extract features importance. also, if you want to go the extra mile,you can do Bootstrapping, so that the features importance would be more stable (statistical).

Related