xgboost ML模型的get_fscore()有什么作用?

时间:2015-11-11 14:03:39

标签: python feature-selection xgboost

有人如何计算数字?在文档中它说这个函数“获取每个特征的特征重要性”,但没有解释如何解释结果。

1 个答案:

答案 0 :(得分:5)

这是一个指标,它简单地总结了每个要素拆分的次数。它类似于R版本中的频率指标。https://cran.r-project.org/web/packages/xgboost/xgboost.pdf

它是您可以获得的基本功能重要性指标。

<强>即。这个变量拆分了多少次?

此方法的代码显示它只是在所有树中添加给定特征的存在。

[这里.. https://github.com/dmlc/xgboost/blob/master/python-package/xgboost/core.py#L953][1]

def get_fscore(self, fmap=''):
    """Get feature importance of each feature.
    Parameters
    ----------
    fmap: str (optional)
       The name of feature map file
    """
    trees = self.get_dump(fmap)  ## dump all the trees to text
    fmap = {}                    
    for tree in trees:              ## loop through the trees
        for line in tree.split('\n'):     # text processing
            arr = line.split('[')
            if len(arr) == 1:             # text processing 
                continue
            fid = arr[1].split(']')[0]    # text processing
            fid = fid.split('<')[0]       # split on the greater/less(find variable name)

            if fid not in fmap:  # if the feature id hasn't been seen yet
                fmap[fid] = 1    # add it
            else:
                fmap[fid] += 1   # else increment it
    return fmap                  # return the fmap, which has the counts of each time a  variable was split on