Representation & Importance

Hand-engineered features against learned representations, feature selection, and importance methods — with the warning every one of them needs: importance is not causality.

Raw Features vs Learned Representations
▶ lab

Either a person decides what the model sees, or the model decides. Each choice hides something, and the learned one ships inside the artifact and must be versioned like weights.

Q · Should we hand-engineer the features or let the model learn its own representation from raw input — and what does each choice commit us to at serving time?
Feature Selection

Fewer features means fewer serving dependencies, less leakage surface, and a smaller lie when the selection is done outside the training fold — which is where it is usually done.

Q · We have four hundred candidate features. How do we decide which ones the model should use, without the selection itself contaminating the evaluation or leaving us with columns production cannot supply?
Feature Importance

Split gain, coefficients and every other model-specific importance answer one question: what does this model use? They do not answer what matters in the world, and unscaled coefficients do not even answer the first one.

Q · The model reports an importance for every feature. What does that number actually measure, why do two models on the same data disagree about it, and what is it safe to conclude from it?
Permutation Importance

Shuffle one column, re-score the model on held-out data, and the drop is what the deployed model depends on. Done on training data it measures memorisation; done one correlated feature at a time it splits the credit and hides the group.

Q · How do we measure what the deployed model actually depends on, in a way that does not reward leaked or high-cardinality features, and what does the method get wrong on correlated columns?
Attribution Is Not Causality

Every importance and attribution method describes how a model's output depends on its inputs. None describes what would happen if you changed the world. "X predicts Y" and "X causes Y" are different claims, and the business hears the second.

Q · The model says support tickets are the strongest predictor of churn and that discounts predict retention. Can we act on those as causes — and if not, what would it take to know?