I would like to combine the "gain" feature importance metric from multiple features since this is potentially more informative. In my example, I would like to compare the importance of both hands (i.e., combine two features) to the importance of the neck, nose, etc. How do I combine the gain feature importance metric across multiple features?
Below are the individual (top) and cleaner, more informative combined (bottom) feature importance plots. Here, the combined “gain” is the sum of individual gains. Notice that the "Nose" is relatively important in the top plot but not the bottom plot.
My interpretation is that the distal joints are more important for prediction than the proximal joints, and that the nose and neck are the least important features for my classification task. Is this interpretation correct?
