Far0n / xgbfi

XGBoost Feature Interactions & Importance

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Understanding how to use these metrics

paramdutta opened this issue · comments

Hi,

I came across this tool while trying to find something that can return the gains on a boosted tree. I would like to understand how the other metrics can be useful for interpreting a XGBoost model. Can you kindly share any paper or reference material, that will help me understand these metrics?

Thanks and Best,
Param

commented

Hi Param,

I'm not aware of a paper covering this topic.