XGBoost model has features whose feature importance equal zero

Question

XGBoost model has features whose feature importance equal zero

leveygao

2022年4月2日 05:06

I ran into this problem:

A XGBoost model(.pickle file , constrcuted under V0.7.post3) with 100 features in it ; But I found 55 features in model (model.feature_importances_) show 0 feature importance (like matrix below);

Additionally, when I transformed the pickle file to PMML(to launch online), only 45 features in PMML file (those ones with importance0 apparently);

So, my question is:

--why features with importance equal to 0 ending up in a XGB model ? And why they remain in the model, if they don't actually contribute to/participate in split?

## Feature importance maxtrix from model for demo
array([0.06586827, 0.04191617, 0.08383234, 0.05988024, 0.07784431,
   0.04790419, 
   ...
 
   0.        , 0.        , 0.        , 0.        , 0.        ,
   0.        , 0.        , 0.        , 0.        , 0.        ]

Topic feature-importances xgboost

Category Data Science

Ashwiniku918 · Accepted Answer · 2022年1月27日 11:18

XGBoost Feature importance gives feature importance for all the features irrespective of they contribute to the model or not. So if your train data has 100 variable xgboost feature importance will give 100 feature importances though variables which are not important will be zero

XGBoost model has features whose feature importance equal zero

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