Variable Importance

Variable importance is a metric that indicates how much an independent variable contributes to predictions in a model. The higher the value shown for a variable in its ranking, the more important it is to the model generated.

Understanding the significance of predictors provides insights for interpreting results, and also may be useful for improving model quality. For instance, editing data sets to rationalize incorrect or incomplete columns — or removing irrelevant ones — can make models faster and more accurate.