xgboostVariableImportance: Get the variable Importance of a xgboost Model

In ivanliu1989/RQuant: A collection of generic functions

Description

Generic Function to get the importance of features in a xgboost model

Usage

xgboostVariableImportance(mod, N = 30, allowedVariables = NULL)

Arguments

mod	a Model from xgboostModel
N	The Number of features to return
allowedVariables	Features that are allowed to be included

Value

A list containing a data.table with the variable importance scores and a ggplot

Examples

set.seed(42)
x = iris
x$Species = ifelse(x$Species == "versicolor",1, 0)
dat = splitDataToTrainTestDataFrame(x,.9,.25)
mod = xgboostModel(dat,"Species")
v = xgboostVariableImportance(mod)

v = xgboostVariableImportance(mod, 30, allowedVariables = c("Sepal.Length","Sepal.Width"))

ivanliu1989/RQuant documentation built on Sept. 13, 2019, 11:53 a.m.