feature_relevance.py

from etna.analysis import plot_feature_relevance, ModelRelevanceTable
from catboost import CatBoostRegressor

ts = get_ts(segments)
ts.fit_transform(transforms)
plot_feature_relevance(
    ts=ts,
    relevance_table=ModelRelevanceTable(),
    relevance_aggregation_mode="mean",
    relevance_params={
        "model": CatBoostRegressor(
            cat_features=["df_day_number_in_week", "df_day_number_in_month", "df_is_weekend", "segment_code"], verbose=0
        )
    },
    top_k=10,
)