Add prediction of feature contributions (#2003)
* Add prediction of feature contributions This implements the idea described at http://blog.datadive.net/interpreting-random-forests/ which tries to give insight in how a prediction is composed of its feature contributions and a bias. * Support multi-class models * Calculate learning_rate per-tree instead of using the one from the first tree * Do not rely on node.base_weight * learning_rate having the same value as the node mean value (aka leaf value, if it were a leaf); instead calculate them (lazily) on-the-fly * Add simple test for contributions feature * Check against param.num_nodes instead of checking for non-zero length * Loop over all roots instead of only the first
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Vadim Khotilovich
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e62be19c70
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6bd1869026
@@ -382,6 +382,7 @@ XGB_DLL int XGBoosterEvalOneIter(BoosterHandle handle,
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* 0:normal prediction
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* 1:output margin instead of transformed value
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* 2:output leaf index of trees instead of leaf value, note leaf index is unique per tree
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* 4:output feature contributions of all trees instead of predictions
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* \param ntree_limit limit number of trees used for prediction, this is only valid for boosted trees
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* when the parameter is set to 0, we will use all the trees
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* \param out_len used to store length of returning result
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