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[multi] Implement weight feature importance. (#10700)

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This commit is contained in:
Jiaming Yuan
2024-08-22 02:06:47 +08:00
committed by GitHub
parent 402e7837fb
commit 9b88495840
2 changed files with 45 additions and 10 deletions
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25
src/gbm/gbtree.h
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@@ -236,12 +236,11 @@ class GBTree : public GradientBooster {
auto add_score = [&](auto fn) {
for (auto idx : trees) {
CHECK_LE(idx, total_n_trees) << "Invalid tree index.";
auto const& p_tree = model_.trees[idx];
p_tree->WalkTree([&](bst_node_t nidx) {
auto const& node = (*p_tree)[nidx];
if (!node.IsLeaf()) {
split_counts[node.SplitIndex()]++;
fn(p_tree, nidx, node.SplitIndex());
auto const& tree = *model_.trees[idx];
tree.WalkTree([&](bst_node_t nidx) {
if (!tree.IsLeaf(nidx)) {
split_counts[tree.SplitIndex(nidx)]++;
fn(tree, nidx, tree.SplitIndex(nidx));
}
return true;
});
@@ -253,12 +252,18 @@ class GBTree : public GradientBooster {
gain_map[split] = split_counts[split];
});
} else if (importance_type == "gain" || importance_type == "total_gain") {
add_score([&](auto const &p_tree, bst_node_t nidx, bst_feature_t split) {
gain_map[split] += p_tree->Stat(nidx).loss_chg;
if (!model_.trees.empty() && model_.trees.front()->IsMultiTarget()) {
LOG(FATAL) << "gain/total_gain " << MTNotImplemented();
}
add_score([&](auto const& tree, bst_node_t nidx, bst_feature_t split) {
gain_map[split] += tree.Stat(nidx).loss_chg;
});
} else if (importance_type == "cover" || importance_type == "total_cover") {
add_score([&](auto const &p_tree, bst_node_t nidx, bst_feature_t split) {
gain_map[split] += p_tree->Stat(nidx).sum_hess;
if (!model_.trees.empty() && model_.trees.front()->IsMultiTarget()) {
LOG(FATAL) << "cover/total_cover " << MTNotImplemented();
}
add_score([&](auto const& tree, bst_node_t nidx, bst_feature_t split) {
gain_map[split] += tree.Stat(nidx).sum_hess;
});
} else {
LOG(FATAL)