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