¿Qué es Substitution effect, clustered feature importance?

The substitution effect is the understatement of a feature’s importance when a correlated feature can stand in for it: permuting or dropping one leaves the other. Clustered feature importance measures importance for groups of correlated features, permuted or dropped together, the groups found by hierarchical clustering on $1 - |\text{correlation}|$ (López de Prado, 2020).