giuseppec / giuseppec/iml

FeatureImp: mean versus median

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Description

FeatureImp uses the median to aggregate the results of multiple permutations, which seems to be rather unusual (although I'm aware of the benefits of using a robust estimator). As far as I can tell, averaging is used in both the statistical literature, e.g. [Strobl et al.](https://bmcbioinformatics.biomedcentral.com/articles/10.1186/1471-2105-9-307), and other implementations, e.g. the [ingredients::feature_importance()](https://github.com/ModelOriented/ingredients/blob/master/R/feature_importance.R) function or the [cforest](https://github.com/cran/partykit/blob/master/R/varimp.R), if I interpret the code correctly....
Thanks for considering this possible change or enhancement, and thanks for contributing this great package!

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