Jingyi Mei created MADLIB-1249:
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Summary: Add gini importance to RF
Key: MADLIB-1249
URL: https://issues.apache.org/jira/browse/MADLIB-1249
Project: Apache MADlib
Issue Type: New Feature
Components: Module: Random Forest
Reporter: Jingyi Mei
Fix For: v1.15
As a follow up of https://issues.apache.org/jira/browse/MADLIB-1205
As a data scientist
I want a measure of variable importance in RF
so that
I can understand which predictors are most useful for predicting the response
variable.
We can add a similar measure in our 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}}.
Interface
Details of interface TBD, but involves:
* RF can use the {{importance}} param to generate both oob and gini importance
* Write out to the {{<output_table_name>_group table}}
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