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https://issues.apache.org/jira/browse/MADLIB-1249?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Frank McQuillan updated MADLIB-1249:
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Summary: Add impurity importance to RF (was: Add gini importance to RF)
> Add impurity 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
> Assignee: Jingyi Mei
> Priority: Major
> 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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