What is the metric to describe importance, is it "split" or "gain"?

WillKoehrsen / feature-selector

Feature selector is a tool for dimensionality reduction of machine learning datasets

GNU General Public License v3.0

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What is the metric to describe importance, is it "split" or "gain"? #37

Open Aritro-94 opened 4 years ago

Aritro-94 commented 4 years ago

I have query regarding feature selector's zero importance and low importance object. Is the metric to describe feature importance "split " or is it "gain". In lightgbm we get to choose this metric but in Zero_importance object we don't get to provide this argument. Kindly help