Importance of Exogenous Variables #1136
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masadshoaib
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Hi,
I am running a multivariate forecasting analysis using NeuralForecast. I want to get feature importance of my exogenous variables. Does Nixtla have any function for doing that or should one refer to model agnostic feature importance techniques such as SHAP etc.?
Thanks in advance!
Regards,
Asad
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