Each bar is the average magnitude of a per-rule lasso coefficient for
that variable. The numeric scale carries the predictor's units.
If "age" is in years and "creatinine" is in mg/dL, a longer bar for
age does not mean age is "more important" in any unit-free sense.
Comparisons across data sets or across variables with very different
units require keeping the units context in mind. Within one data set,
bars are comparable up to that unit caveat.
Variables above the cutoff are coloured blue and flagged selected;
variables below are grey. Lasso shrinkage can drive a rule's
\(\hat{\beta}\) to
exactly zero; those rules are kept in the average, so a variable
with many shrunk-to-zero rules will sit lower in the ranking than
one whose released coefficients are consistently non-zero.
For a classification fit, variables are sorted by
mean(|sum-of-class-beta|) descending and that ordering is shared
across every facet, so rows line up between classes for visual
comparison. Each facet has its own cutoff line.