microsoft / microsoft/qlib

How to save the name of a feature when saving model feature importance

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Python
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Description

hello
I use the following code

 with R.start(experiment_name=EXP_NAME):
    mlflow.lightgbm.autolog()
    R.log_params(**flatten_dict(model._params)) 
    model.fit(dataset=ds) 

Feature importance is saved
But the saved name is Column_XX
What I want saved is the factor name, such as ROC5

I know it can be obtained via
ds.handler.get_feature_config()
But I want to automatically record the original name.

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Research direction

Start by tracing the interaction between mlflow.lightgbm.autolog(), model.fit(dataset=ds), and ds.handler.get_feature_config(). Determine where feature importance is recorded and how the original factor names can be made available; done means saved feature importance uses names such as ROC5 instead of Column_XX.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
32/100

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