#' Show importance of features in a model #' #' Read a xgboost model in text file format. Return a data.table of the features with their weight. #' #' @importFrom data.table data.table #' @importFrom magrittr %>% #' @importFrom data.table := #' @param feature_names names of each feature as a character vector. Can be extracted from a sparse matrix. #' @param filename_dump the name of the text file. #' #' @examples #' data(agaricus.train, package='xgboost') #' data(agaricus.test, package='xgboost') #' #' #Both dataset are list with two items, a sparse matrix and labels (outcome column which will be learned). #' #Each column of the sparse Matrix is a feature in one hot encoding format. #' train <- agaricus.train #' test <- agaricus.test #' #' bst <- xgboost(data = train$data, label = train$label, max.depth = 2, #' eta = 1, nround = 2,objective = "binary:logistic") #' xgb.dump(bst, 'xgb.model.dump') #' #' #agaricus.test$data@@Dimnames[[2]] represents the column name of the sparse matrix. #' xgb.importance(agaricus.test$data@@Dimnames[[2]], 'xgb.model.dump') #' #' @export xgb.importance <- function(feature_names, filename_dump){ text <- readLines(filename_dump) if(text[2] == "bias:"){ result <- linearDump(feature_names, text) } else { result <- treeDump(feature_names, text) } result } treeDump <- function(feature_names, text){ result <- c() for(line in text){ m <- regexec("\\[f.*\\]", line) p <- regmatches(line, m) if (length(p[[1]]) > 0) { splits <- as.numeric(strsplit(sub("\\]", "", sub("\\[f", "", p[[1]])), "<")[[1]]) result <- c(result, feature_names[splits[1]+ 1]) } } #1. Reduce, 2. %, 3. remove temp col, 4. reorder - bigger top data.table(Feature = result)[,.N, by = Feature][, Weight:= N /sum(N)][order(-rank(Weight))][,-2,with=F] } linearDump <- function(feature_names, text){ which(text == "weight:") %>% {a=.+1;text[a:length(text)]} %>% as.numeric %>% data.table(Feature = feature_names, Weight = .) }