machine learning - GBM R function: get variable importance separately for each class -


i using gbm function in r (gbm package) fit stochastic gradient boosting models multiclass classification. trying obtain importance of each predictor separately each class, in picture hastie book (page 382).

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however, function summary.gbm returns overall importance of predictors (their importance averaged on classes).

does know how relative importance values?

i think short answer on page 379, hastie mentions uses mart, appears available splus.

i agree gbm package doesn't seem allow seeing separate relative influence. if that's you're interested in mutliclass problem, pretty similar building one-vs-all gbm each of classes , getting importance measures each of models.

so classes a, b, c, & d. model vs. rest , importance model. model b vs. rest , importance model. etc.


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