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How the variable importance is computed?

Ju
Level 1
Level 1
How the variable importance is computed?

Hello,

I am looking for some information about the variable importance for the model Random Forest and XGboost. I have very different output. 

I would like to know what kind of method you use to compute them. Not the same one for all models?

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1 Reply
pmasiphelps
Dataiker
Dataiker

Hi,

For Random Forest, visual ML uses the standard attribute from sklearn: https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html#sklea...

Same thing with XGBoost, the standard attribute: https://xgboost.readthedocs.io/en/stable/python/python_api.html

Note that the importances shown are for the preprocessed features according to your Design screen settings (e.g. if you do standard rescaling in the Features Handling tab - importances are shown for the rescaled features.).

Best,

Pat

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