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https://issues.apache.org/jira/browse/MADLIB-1246?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Frank McQuillan closed MADLIB-1246.
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Resolution: Duplicate
duplicate of 1249
> Add impurity variable importance to RF
> --------------------------------------
>
> Key: MADLIB-1246
> URL: https://issues.apache.org/jira/browse/MADLIB-1246
> Project: Apache MADlib
> Issue Type: New Feature
> Components: 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 RF called as
> {{impurity_variable_importance}} which would be the average
> {{impurity_variable_importance}} across all trees.
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