Rahul Iyer created MADLIB-1205:
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Summary: Add gini importance to DT and RF
Key: MADLIB-1205
URL: https://issues.apache.org/jira/browse/MADLIB-1205
Project: Apache MADlib
Issue Type: New Feature
Components: Module: Decision Tree, Module: Random Forest
Reporter: Rahul Iyer
>From the Breiman resource that we use for random forest:
{quote}Gini importance
{quote}
{quote}Every time a split of a node is made on variable m the gini impurity
criterion for the two descendent nodes is less than the parent node. Adding up
the gini decreases for each individual variable over all trees in the forest
gives a fast variable importance that is often very consistent with the
permutation importance measure.
{quote}
We can add a similar measure in our DT and RF code and distinguish this from
our permuted importance metric by calling the current metric as
{{oob_variable_importance}} and this new metric as
{{impurity_variable_importance}}.
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