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From iyerr3 <...@git.apache.org>
Subject [GitHub] madlib pull request #231: RF: Output non-negative importance values
Date Tue, 06 Feb 2018 16:37:15 GMT
GitHub user iyerr3 opened a pull request:

    https://github.com/apache/madlib/pull/231

    RF: Output non-negative importance values

    Variable importance is computed in RF as the difference in prediction
    accuracy between original data and permuted data from out-of-bag
    samples (OOB). Permuted data is defined as each variable resampled from
    its own distribution. This value can end up being negative if the number
    of levels for a variable is small and is unbalanced, as the
    redistribution doesn't change the data much. This commit shifts all the
    importance values if some of them are negative to ensure that the lowest
    importance value is 0.
    
    Closes #231

You can merge this pull request into a Git repository by running:

    $ git pull https://github.com/iyerr3/incubator-madlib bugfix/rf_neg_var_imp

Alternatively you can review and apply these changes as the patch at:

    https://github.com/apache/madlib/pull/231.patch

To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:

    This closes #231
    
----
commit f4265854dd94899145c9b40d4ce77450f34bdd78
Author: Rahul Iyer <riyer@...>
Date:   2018-02-06T16:20:49Z

    RF: Output non-negative importance values
    
    Variable importance is computed in RF as the difference in prediction
    accuracy between original data and permuted data from out-of-bag
    samples (OOB). Permuted data is defined as each variable resampled from
    its own distribution. This value can end up being negative if the number
    of levels for a variable is small and is unbalanced, as the
    redistribution doesn't change the data much. This commit shifts all the
    importance values if some of them are negative to ensure that the lowest
    importance value is 0.
    
    Closes #231

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