python xgboost输出变量重要性_xgboost特征重要性指标: weight, gain, cover

官方解释

Python中的xgboost可以通过get_fscore获取特征重要性，先看看官方对于这个方法的说明:

get_score(fmap=’’, importance_type=‘weight’)

Get feature importance of each feature. Importance type can be defined as:

‘weight’: the number of times a feature is used to split the data across all trees.

‘gain’: the average gain across all splits the feature is used in.

‘cover’: the average coverage across all splits the feature is used in.

‘total_gain’: the total gain across all splits the feature is used in.

‘total_cover’: the total coverage across all splits the feature is used in.

看释义不直观，下面通过训练一个简单的模型，输出这些重要性指标，再结合释义进行解释。

代码实践

首先构造10个样例的样本，每个样例有两维特征，标签为0或1，二分类问题:

import numpy as np

sample_num = 10

feature_num = 2

np.random.seed(0)

data = np.random.randn(sample_num, feature_num)