getImpXgboost.Rd 1.5 KB

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  1. % Generated by roxygen2: do not edit by hand
  2. % Please edit documentation in R/importance.R
  3. \name{getImpXgboost}
  4. \alias{getImpXgboost}
  5. \title{Xgboost importance}
  6. \usage{
  7. getImpXgboost(x, y, nrounds = 5, verbose = 0, ...)
  8. }
  9. \arguments{
  10. \item{x}{data frame of predictors including shadows.}
  11. \item{y}{response vector.}
  12. \item{nrounds}{Number of rounds; passed to the underlying \code{\link[xgboost]{xgboost}} call.}
  13. \item{verbose}{Verbosity level of xgboost; either 0 (silent) or 1 (progress reports). Passed to the underlying \code{\link[xgboost]{xgboost}} call.}
  14. \item{...}{other parameters passed to the underlying \code{\link[xgboost]{xgboost}} call.
  15. Similarly as \code{nrounds} and \code{verbose}, they are relayed from \code{...} of \code{\link{Boruta}}.
  16. For convenience, this function sets \code{nrounds} to 5 and verbose to 0, but this can be overridden.}
  17. }
  18. \description{
  19. This function is intended to be given to a \code{getImp} argument of \code{\link{Boruta}} function to be called by the Boruta algorithm as an importance source.
  20. }
  21. \note{
  22. Only dense matrix interface is supported; all predictions given to \code{\link{Boruta}} call have to be numeric (not integer).
  23. Categorical features should be split into indicator attributes.
  24. This functionality is inspired by the Python package BoostARoota by Chase DeHan.
  25. I have some doubts whether boosting importance can be used for all relevant selection without hitting substantial false negative rates; please consider this functionality experimental.
  26. }
  27. \references{
  28. \url{https://github.com/chasedehan/BoostARoota}
  29. }