Far0n / xgbfi

XGBoost Feature Interactions & Importance
MIT License
496 stars 87 forks source link

Multiclass Classification #12

Open p-sodmann opened 6 years ago

p-sodmann commented 6 years ago

It would be really nice to get multiclass classification support.
I would be interested in the different feature importance for each class.

XGBoost creates a tree for each class then starting over for a repetition of the total sum of trees.