Far0n / xgbfi

XGBoost Feature Interactions & Importance

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Friedman H-statisitic

AramKoorn opened this issue · comments

Hey,

I was wondering if it is also possible to obtain Friedman's H-statistic from xgbfi (https://datascience.stackexchange.com/questions/20188/friedman-hstatistic-for-interaction)? Thanks in advance.

Aram