Add the choice between Mean/Std and Median/IQR about lofo-importance HOT 5 CLOSED

Nice suggestion @glevv Maybe a more generic solution is to return individual fold scores in lofo output and to add a boxplot option like:

df.set_index("feature").T.boxplot(column=features, vert=False)

What do you think?

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Yes, that's great. Just tried it with FLOFO, works fine. Only 2 concerns:

• with very small variance in feature importance boxes will be very small, basically lines (see screenshot)
  

• it kinda works bad with small number of folds like 2

x = np.random.random(2)
plt.boxplot(x);

it will always produce visually the same plot just with different values. But I guess you can just add warning in initialization

if (isinstance(cv, int) and cv < 3) or (hasattr(cv, 'n_splits')) and cv.n_splits < 3):
    warning_str = ("Warning: Small number of folds could lead to inadequate results")
    warnings.warn(warning_str)

from lofo-importance.

Since it will be optional, it won't be a big deal. Default plot can stay as current and with a parameter, people can select boxplot.

from lofo-importance.

I guess it is closed then

from lofo-importance.

#33 brings the box plot feature.

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