I am using model interpretability methods such as IntegratedGradients, GradSHAP, DeepLift, etc. After executing the attributions method, I get a matrix of attributions corresponding to every feature in the dataset. My question is:
Which attributes should I consider as important attributes? The ones with high positive correlation, or the ones with negative correlation, or both? Maybe I want to ask how to assign the attribution values to important or not-important set?