Feature Importance

Measuring feature importance in k-means clustering and variants thereof

We present a novel approach for measuring feature importance in k-means clustering, or variants thereof, to increase the interpretability of clustering results. In supervised machine learning, feature importance is a widely used tool to ensure interpretability of complex models. We adapt this idea to unsupervised learning via partitional clustering. Our approach is model agnostic in that it only requires a function that computes the cluster assignment for new data points.