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Rewrite user-guide to clarify feature_importances_ are impurity based #14528

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@amueller

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@amueller
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We recently added permutation importance, which is a nice alternative to the impurity based feature_importances_ provided by trees.
Whenever we're talking about feature importances in the user guide, we should make sure that we explain that the feature_importances_ attribute refers to impurity based importance.
Where applicable, we should consider replacing its usage by permutation_importance or compare the two.

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