matlab xgboost多分类,Xgbfi特征重要性分析(xgboost扩展)

Xgbfi

用于训练好的xgboost模型分析对应特征的重要性，当然你也可以使用fmap来观察

What is Xgbfi?

Xgbfi is a XGBoost model dump parser, which ranks features as well as feature interactions by different metrics.

Siblings

Xgbfir – Python porting

衡量准则

Gain: Total gain of each feature or feature interaction

FScore: Amount of possible splits taken on a feature or feature interaction

wFScore: Amount of possible splits taken on a feature or feature interaction weighted by the probability of the splits to take place

Average wFScore: wFScore divided by FScore

Average Gain: Gain divided by FScore

Expected Gain: Total gain of each feature or feature interaction weighted by the probability to gather the gain

Average Tree Index

Average Tree Depth

其他功能

Leaf Statistics

Split Value Histograms

评判准则的相关说明: