The idea is to show something about the features being used in the model. It doesn't have to be highly detailed. The purpose is to make sure the model is "open," not a "black box" that no one understands.

Examples (specific to certain algorithms):

http://scikit-learn.org/stable/auto_examples/ensemble/plot_forest_importances.html#sphx-glr-auto-examples-ensemble-plot-forest-importances-py

http://datascience.stackexchange.com/questions/14734/feature-selection-and-classification-accuracy-relation