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From jkbradley <>
Subject [GitHub] spark pull request: [SPARK-14264][PYSPARK][ML] Add feature importa...
Date Wed, 30 Mar 2016 19:49:30 GMT
Github user jkbradley commented on a diff in the pull request:
    --- Diff: python/pyspark/ml/ ---
    @@ -500,16 +500,12 @@ def featureImportances(self):
             Estimate of the importance of each feature.
    -        This generalizes the idea of "Gini" importance to other losses,
    -        following the explanation of Gini importance from "Random Forests" documentation
    -        by Leo Breiman and Adele Cutler, and following the implementation from scikit-learn.
    +        Each feature's importance is the average of its importance across all trees in
the ensemble
    +        The importance vector is normalized to sum to 1. This method is suggested by
Hastie et al.
    +        (Hastie, Tibshirani, Friedman. "The Elements of Statistical Learning, 2nd Edition."
    +        and follows the implementation from scikit-learn.
    -        This feature importance is calculated as follows:
    -         - Average over trees:
    -            - importance(feature j) = sum (over nodes which split on feature j) of the
    -              where gain is scaled by the number of instances passing through node
    -            - Normalize importances for tree to sum to 1.
    -         - Normalize feature importance vector to sum to 1.
    +        .. seealso:: :attr:`DecisionTreeClassificationModel.featureImportances`
    --- End diff --
    Does this need to be ```:py:attr:```?  (same for other places)

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