Sebastian's books: https://sebastianraschka.com/books/
This video introduces permutation importance, which is a model-agnostic, versatile way for computing the importance of features based on a machine learning classifier or regression model.
Slides: https://sebastianraschka.com/pdf/lecture-notes/stat451fs21/13_feat-sele__slides.pdf
Random forest importance video:
https://youtu.be/ycyCtxZ0a9w
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This video is part of my Introduction of Machine Learning course.
Next video:
https://youtu.be/meTXOuFV-s8
The complete playlist: https://www.youtube.com/playlist?list=PLTKMiZHVd_2KyGirGEvKlniaWeLOHhUF3
A handy overview page with links to the materials: https://sebastianraschka.com/blog/2021/ml-course.html
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