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Implement feature score for linear model. (#7048)

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* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
This commit is contained in:
Jiaming Yuan
2021-06-25 14:34:02 +08:00
committed by GitHub
parent b2d300e727
commit 663136aa08
18 changed files with 367 additions and 232 deletions
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8
R-package/src/xgboost_R.h
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@@ -275,4 +275,12 @@ XGB_DLL SEXP XGBoosterSetAttr_R(SEXP handle, SEXP name, SEXP val);
*/
XGB_DLL SEXP XGBoosterGetAttrNames_R(SEXP handle);
/*!
* \brief Get feature scores from the model.
* \param json_config See `XGBoosterFeatureScore` in xgboost c_api.h
* \return A vector with the first element as feature names, second element as shape of
* feature scores and thrid element as feature scores.
*/
XGB_DLL SEXP XGBoosterFeatureScore_R(SEXP handle, SEXP json_config);
#endif // XGBOOST_WRAPPER_R_H_ // NOLINT(*)