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aksnzhy / xlearn

High performance, easy-to-use, and scalable machine learning (ML) package, including linear model (LR), factorization machines (FM), and field-aware factorization machines (FFM) for Python and CLI interface.
https://xlearn-doc.readthedocs.io/en/latest/index.html
Apache License 2.0
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feature importance? #54

Open xxyy1 opened 6 years ago

xxyy1 commented 6 years ago

about fm model do hava python API like "model.feature_importance()" in lightgbm or xgboost ?

randxie commented 6 years ago

I think it is a bit tricky for factorization machine. The feature weight for each feature/higher-order feature combination should be a good indication of feature importance. However, we might also need to consider the feature scaling before making the final judgement.