eli5 has CatBoost support - eli5.explain_weights() shows feature importances, The function works for CatBoost, CatBoostClassifier and CatBoostRegressor.

explain_weights_catboost(catb, vec=None, top=20, importance_type='PredictionValuesChange', feature_names=None, pool=None)[source]

Return an explanation of an CatBoost estimator (CatBoostClassifier, CatBoost, CatBoostRegressor) as feature importances.

See eli5.explain_weights() for description of top, feature_names, feature_re and feature_filter parameters.

target_names and targets parameters are ignored.

  • param ‘importance_type’ : str, optional – A way to get feature importance. Possible values are:
    • ‘PredictionValuesChange’ (default) - The individual importance values for each of the input features.
    • ‘LossFunctionChange’ - The individual importance values for each of the input features for ranking metrics (requires training data to be passed or a similar dataset with Pool)
  • param ‘pool’ : catboost.Pool, optional – To be passed if explain_weights_catboost has importance_type set to LossFunctionChange. The catboost feature_importances uses the Pool datatype to calculate the parameter for the specific importance_type.