#' Show importance of features in a model #' #' Read a xgboost model in text file format. #' Can be tree or linear model (text dump of linear model are only supported in dev version of Xgboost for now). #' #' 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){ if (class(feature_names) != "character") { stop("feature_names: Has to be a vector of character. See help to see where to get it.") } if (class(filename_dump) != "character" & file.exists(filename_dump)) { stop("filename_dump: Has to be a path to the model dump file.") } 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){ p <- regexec("\\[f.*\\]", line) %>% regmatches(line, .) if (length(p[[1]]) > 0) { splits <- sub("\\[f", "", p[[1]]) %>% sub("\\]", "", .) %>% strsplit("<") %>% .[[1]] %>% as.numeric result <- c(result, feature_names[splits[1]+ 1]) } } #1. Reduce, 2. %, 3. reorder - bigger top, 4. remove temp col 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 = .) }