Feature interactions and importance, leaf statistics and split value histograms in a tabular form. Available for XGBoost and GBM.
Feature interactions and importance, leaf statistics and split value histograms in a tabular form. Available for XGBoost and GBM.
Metrics: 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 weighed 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 weighed by the probability to gather the gain. Average Tree Index Average Tree Depth