from causalml.feature_selection.filters import FilterSelect class FeatureImportance: def __init__(self, df, X_names, y_name, treatment_group): self.df = df self.X_names = X_names self.y_name = y_name self.treatment_group = treatment_group def compute_feature_importance(self): filter_method = FilterSelect() method = 'KL' kl_imp = filter_method.get_importance(self.df, self.X_names, self.y_name, method, treatment_group = self.treatment_group, n_bins=20) return kl_imp