I ran a xgboost model. I don't exactly know how to interpret the output of
What is the meaning of Gain, Cover, and Frequency and how do we interpret them?
Also, what does Split, RealCover, and RealCover% mean? I have some extra parameters here
Are there any other parameters that can tell me more about feature importances?
From the R documentation, I have some understanding that Gain is something similar to Information gain and Frequency is number of times a feature is used across all the trees. I have no idea what Cover is.
I ran the example code given in the link (and also tried doing the same on the problem that I am working on), but the split definition given there did not match with the numbers that I calculated.
Feature Gain Cover Frequence 1: xxx 2.276101e-01 0.0618490331 1.913283e-02 2: xxxx 2.047495e-01 0.1337406946 1.373710e-01 3: xxxx 1.239551e-01 0.1032614896 1.319798e-01 4: xxxx 6.269780e-02 0.0431682707 1.098646e-01 5: xxxxx 6.004842e-02 0.0305611830 1.709108e-02 214: xxxxxxxxxx 4.599139e-06 0.0001551098 1.147052e-05 215: xxxxxxxxxx 4.500927e-06 0.0001665320 1.147052e-05 216: xxxxxxxxxxxx 3.899363e-06 0.0001536857 1.147052e-05 217: xxxxxxxxxxxxxx 3.619348e-06 0.0001808504 1.147052e-05 218: xxxxxxxxxxxxx 3.429679e-06 0.0001792233 1.147052e-05