[ENH] feature importance capability tag for time series classifiers about sktime HOT 3 CLOSED

That's a nice idea! (as discussed on discord)

I think this is a good first issue, with two steps:

• introduce a new tag capability:feature_importance in registry._tags
• add the tag to BaseClassifier - I suppose BaseRegressor also makes sense. The default should be False.
• it should also be added to the extension template in extension_templates
• then someone needs to go through the list of classifiers and set the tag for True to the small number of classifiers that do have this feature...

from sktime.

FYI @YHallouard, you might be one of the contributors with the best view of which classifiers do have this, or not

from sktime.

Hi @fkiraly, I'll be quite busy until February, I'll take a look at this in this period for sur :)

from sktime.