How can I find Feature importance from sklearn api, after I have converted my categorical variables into dummy variables?
Because the dummy variables are used to train the model, you cannot find the importance of the original categorical variable. It is mathematically impossible thing.
After we have converted our categorical variables to dummy variables for training the model. We tend to find feature importance. But sklearn's model.feature_importance_ object returns feature impotance for every dummy variable, rather than the original categorical variable. How to fix this?