Comments (3)
Hi, this feature is not yet available in R. I will leave this to the @hetong007 :)
For a temporal solution, what you can do is simply save the model in R, load it in python, and get the importance score
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For this issue followers information, code is coming here: https://github.com/tqchen/xgboost/issues/114
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All the discussion about feature importance will be moved to #123
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