Projection-coefficient variable importance.
projection_importance.RdThe projection-based importance (VI2): each split's scaled absolute
projection coefficients (`|a_j| * sigma_j`) aggregated into a per-feature
score, averaged over the non-degenerate trees of a forest. Unlike
permuted_importance and weighted_importance,
this measure is not OOB-based — it depends only on the fitted projector
geometry, is computed eagerly at fit time (cheap), and is available for
both single trees (pptr) and forests (pprf).
Details
**Sign semantics.** Entries are non-negative by construction (absolute coefficients scaled by each feature's standard deviation). Rely on the ranking rather than re-normalizing.