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In xgboost, there are several importance types, including weight’, ‘gain’, ‘cover’, ‘total_gain’, and ‘total_cover’. I wonder how rpart calculates importance score.
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In the vignette
An overall measure of variable importance is the sum of the goodness of split measures for each split for which it was the primary variable, plus goodness * (adjusted agreement) for all splits in which it was a surrogate. In the printout these are scaled to sum to 100 and the rounded values are shown, omitting any variable whose proportion is less than 1%. Imagine two variables which were essentially duplicates of each other; if we did not count surrogates they would split the importance with neither showing up as strongly as it should.
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Subject: [EXTERNAL] [bethatkinson/rpart] How is the 'variable.importance' calculated in the rpart package? (Issue #43)
In xgboost, there are several importance types, including weight’, ‘gain’, ‘cover’, ‘total_gain’, and ‘total_cover’. I wonder how rpart calculates importance score.
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In xgboost, there are several importance types, including weight’, ‘gain’, ‘cover’, ‘total_gain’, and ‘total_cover’. I wonder how rpart calculates importance score.
The text was updated successfully, but these errors were encountered: