Showcase at_step in example

Author: auguste-probabl

examples/use_cases/plot_feature_importance.py

@@ -991,11 +991,17 @@ def add_y_true_pred(model_report, split):
 ridge_report.feature_importance.permutation(seed=0)
 
 # %%
-# The permutation importance is often calculated several times, each time
-# with different permutations of the feature.
-# Hence, we can have measure its variance (or standard deviation).
-# Now, we plot the permutation feature importance on the train and test sets using boxplots:
+# By default, this computes the importance of the initial features; however, in some cases it make sense to compute the importance of the internal pipeline features, e.g. just before the actual prediction step:
+
+# %%
+ridge_report.feature_importance.permutation(seed=0, at_step=-1)
 
+# %%
+# Note that the permutation importance involves permuting values of a feature at random, hence it is best to calculate it several times, each time with different permutations of the feature, and to aggregate the results.
+# For this reason, if `seed` is not passed, skore does not cache the permutation importance.
+
+# %%
+# Now, we plot the permutation feature importance on the train and test sets using boxplots:
 
 # %%
 

sphinx/conf.py

@@ -92,7 +92,7 @@
 sphinx_gallery_conf = {
     "examples_dirs": "../examples",  # path to example scripts
     "gallery_dirs": "auto_examples",  # path to gallery generated output
-    "filename_pattern": "plot_",  # pattern to select examples; change this to only build some of the examples
+    "filename_pattern": "plot_feature",  # pattern to select examples; change this to only build some of the examples
     "subsection_order": ExplicitOrder(subsections_order),  # sorting gallery subsections
     # see https://sphinx-gallery.github.io/stable/configuration.html#sub-gallery-order
     "within_subsection_order": "ExampleTitleSortKey",  # See https://sphinx-gallery.github.io/stable/configuration.html#sorting-gallery-examples for alternatives