search

Far0n / xgbfi

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

How to calculate the interaction gain #9

Closed cjiang3 closed 6 years ago

cjiang3 commented 7 years ago

I am trying to replicate the interaction gain by adding the gains from interaction individually but the results didn't match. I am wondering whether it is a pure summation or other information is used. There is no example for the interaction gain calculation.

Thanks,

Far0n commented 7 years ago

The gain of an interaction is indeed just the sum of gains along the corresponding path.