Feature importance is commonly used to explain machine predictions. While feature importance can be derived from a machine learning model with a variety of methods, the consistency of feature importance via different methods remains understudied. In this work, we systematically compare feature importance from built-in mechanisms in a model such as attention values and post-hoc methods that approximate model behavior such as LIME. Using text classification as a testbed, we find that 1) no matter which method we use, important features from traditional models such as SVM and XGBoost are more similar with each other, than with deep learning models; 2) post-hoc methods tend to generate more similar important features for two models than built-in methods. We further demonstrate how such similarity varies across instances. Notably, important features do not always resemble each other better when two models agree on the predicted label than when they disagree.
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