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use gain for sklearn feature_importances_ #3876

Merged
merged 8 commits into from
Nov 13, 2018
Merged

use gain for sklearn feature_importances_ #3876

merged 8 commits into from
Nov 13, 2018

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kashif
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@kashif kashif commented Nov 7, 2018

gain is a better feature importance criteria than the currently used weight. I have updated the XGBModel class with a importance_type parameter which is gain by default and instantiating an instance with importance_type of weight gives the original behaviour.

  • fix tests
  • perhaps add an option to select importance type

`gain` is a better feature importance criteria than the currently used `weight`
@hcho3
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hcho3 commented Nov 9, 2018

@kashif Is this ready for review?

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kashif commented Nov 9, 2018

@kashif yes please! Thanks! 🙇

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LGTM. Thanks for your contribution.

@hcho3 hcho3 merged commit 143475b into dmlc:master Nov 13, 2018
@kashif kashif deleted the patch-1 branch November 13, 2018 14:12
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3 participants