Add XGBoost and GBM feature interactions to docs

Description

XGBFI package was implemented in h2o-3 in https://h2oai.atlassian.net/browse/PUBDEV-7739 and it needs to get documented. Please add this paragraph after Disabling XGBoost paragraph before Examples paragraph:

*XGBoost Feature Interactions *

Ranks of features as well as feature interactions by various metrics implemented in [ XGBFI | link to https://github.com/Far0n/xgbfi ] style.

The 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 weighted 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 weighted by the probability to gather the gain

  • Average Tree Index

  • Average Tree Depth

Additional features:

  • Leaf Statistics

  • Split Value Histograms

Usage is illustrated in Examples section.

 

 

 

Also add to the end of py/R examples code these lines:

py:

R:

 

 

 

Also add this paragraph after GBM Tuning Guide paragraph before Examples paragraph:

*GBM Feature Interactions *

Ranks of features as well as feature interactions by various metrics implemented in [ XGBFI | link to ] style.

The 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 weighted 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 weighted by the probability to gather the gain

  • Average Tree Index

  • Average Tree Depth

Additional features:

  • Leaf Statistics

  • Split Value Histograms

Usage is illustrated in Examples section.

 

And also add to the end of py/R examples code these lines:

py:

R:

Activity

Show:
Zuzana Olajcová
November 11, 2020, 9:29 AM

resolved now

Zuzana Olajcová
November 4, 2020, 1:19 PM

Hi , can you please do this after is resolved? Thanks!

Fixed

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hannah.tillman

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Reporter

Zuzana Olajcová

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