一、Feature Interaction
The interaction between two features is the change in the prediction that occurs by varying the features after considering the individual feature effects.
二、Feature Importance
The importance of a feature is the increase in the prediction error of the model after we permuted the feature’s values, which breaks the relationship between the feature and the true outcome.針對單個feature，打亂feature的value，觀察error的變化。
至於用train還是test data來計算feature importance沒有明確的答案