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xgbfi

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XGBoost Feature Interactions & Importance

File Explorer

Download Latest Version (.zip)

- - EPPlus.dll
  - NGenerics.dll
- XgbFeatureInteractions.exe
- XgbFeatureInteractions.exe.config
- ScoresExample.png
- ScoresExample_small.png
- - AssemblyInfo.cs
  - Settings.Designer.cs
  - Settings.settings
- App.config
- FeatureInteraction.cs
- FeatureInteractions.cs
- FeatureScoreComparer.cs
- FIScoreComparer.cs
- GlobalSettings.cs
- GlobalStats.cs
- packages.config
- Program.cs
- SplitValueHistogram.cs
- XgbFeatureInteractions.csproj
- XgbModel.cs
- XgbModelParser.cs
- XgbTree.cs
- XgbTreeNode.cs
- xgbfi.cc
- xgbfi.h
.gitattributes
.gitignore
LICENSE.md
README.md
XgbFeatureInteractions.sln

# Installation Guide

1. Get the code

git clone https://github.com/Far0n/xgbfi

Downloads the entire project code from GitHub to your computer.

cd xgbfi

Moves into the project folder you just downloaded.

2. .NET

Medium Recommended

Prerequisites

Git Needed to download the project code from GitHub.
.NET SDK The SDK required for the dotnet command.

dotnet restore

Downloads the packages the project depends on.

dotnet run

Builds the project and runs it immediately.

✅ After dotnet run, check the message or address shown in the terminal.

// repository documentation

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# Xgbfi
XGBoost Feature Interactions &amp; Importance

### What is Xgbfi?
Xgbfi is a [XGBoost](https://github.com/dmlc/xgboost) model dump parser, which ranks features as well as feature interactions by different metrics.

### Siblings
[Xgbfir](https://github.com/limexp/xgbfir) - Python porting

### The Metrics
 * **Gain**: Total gain of each feature or feature interaction
 * **FScore**: Amount of possible splits taken on a feature or feature interaction
 * **wFScore**: Amount of possible splits taken on a feature or feature interaction weighted by the probability of the splits to take place
 * **Average wFScore**: *wFScore* divided by *FScore*
 * **Average Gain**: *Gain* divided by *FScore*
 * **Expected Gain**: Total gain of each feature or feature interaction weighted by the probability to gather the gain
 * **Average Tree Index**
 * **Average Tree Depth**

### Additional Features
 * **Leaf Statistics**
 * **Split Value Histograms**
 
**Example:**

![](https://raw.githubusercontent.com/Far0n/xgbfi/master/doc/ScoresExample_small.png)

### Usage
*[mono] XgbFeatureInteractions.exe [-help|options]*

### Quick Guide
a) Creating a feature map (fmap)
```python
def create_feature_map(fmap_filename, features):
"""
features: enumerable of feature names
"""
    outfile = open(fmap_filename, 'w')
    for i, feat in enumerate(features):
        outfile.write('{0}\t{1}\tq\n'.format(i, feat))
    outfile.close()
    
create_feature_map('xgb.fmap', features) 
```

b) Dumping a [XGBoost](https://github.com/dmlc/xgboost) model 
```python
gbdt.dump_model('xgb.dump',fmap='xgb.fmap', with_stats=True)
```

c) Editing Parameters in *XgbFeatureInteractions.exe.config*
```xml
<setting name="XgbModelFile" serializeAs="String">
    <value>xgb.dump</value>
</setting>
```

d) Running *[mono] XgbFeatureInteractions.exe* without cmd line parameters