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use gain for sklearn feature_importances_ #3876

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merged 8 commits into from
Nov 13, 2018
Merged

use gain for sklearn feature_importances_ #3876

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a615fe1
use gain for sklearn feature_importances_
kashif Nov 7, 2018
becdbf9
added importance_type to class
kashif Nov 7, 2018
0874f3e
fixed test
kashif Nov 7, 2018
f29669e
white space
kashif Nov 8, 2018
33f0dd7
fix variable name
Nov 8, 2018
3f20ba1
fix deprecation warning
Nov 8, 2018
c0ac1bf
fix exp array
Nov 8, 2018
a328448
white spaces
kashif Nov 8, 2018
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2 changes: 1 addition & 1 deletion python-package/xgboost/sklearn.py
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Original file line number Diff line number Diff line change
Expand Up @@ -517,7 +517,7 @@ def feature_importances_(self):
raise AttributeError('Feature importance is not defined for Booster type {}'
.format(self.booster))
b = self.get_booster()
fs = b.get_fscore()
fs = b.get_score(importance_type='gain')
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all_features = [fs.get(f, 0.) for f in b.feature_names]
all_features = np.array(all_features, dtype=np.float32)
return all_features / all_features.sum()
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