Rahul Iyer commented on MADLIB-1205:

[PR #277|https://github.com/apache/madlib/pull/277/commits] resolves this 

> Add gini importance to DT and RF
> --------------------------------
>                 Key: MADLIB-1205
>                 URL: https://issues.apache.org/jira/browse/MADLIB-1205
>             Project: Apache MADlib
>          Issue Type: New Feature
>          Components: Module: Decision Tree, Module: Random Forest
>            Reporter: Rahul Iyer
>            Assignee: Rahul Iyer
>            Priority: Major
>             Fix For: v1.15
> From the Breiman resource that we use for random forest:
> {quote}Gini importance
> {quote}
> {quote}Every time a split of a node is made on variable m the gini impurity 
> criterion for the two descendent nodes is less than the parent node. Adding 
> up the gini decreases for each individual variable over all trees in the 
> forest gives a fast variable importance that is often very consistent with 
> the permutation importance measure.
> {quote}
> We can add a similar measure in our DT and RF code and distinguish this from 
> our permuted importance metric by calling the current metric as 
> {{oob_variable_importance}} and this new metric as 
> {{impurity_variable_importance}}.

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