[R] How to measure/rank "variable importance" when using rpart?

[Liaw, Andy]

Check out caret::varImp.rpart().  It's described in the original CART
book.

Andy 

From: Tal Galili
> 
> Hello all,
> 
> When building a CART model (specifically classification tree) 
> using rpart,
> it is sometimes interesting to know what is the importance of 
> the various
> variables introduced to the model.
> 
> Thus, my question is: *What common measures exists for 
> ranking/measuring
> variable importance of participating variables in a CART 
> model? And how can
> this be computed using R (for example, when using the rpart package)*
> 
> For example, here is some dummy code, created so you might show your
> solutions on it. This example is structured so that it is clear that
> variable x1 and x2 are "important" while (in some sense) x1 is more
> important then x2 (since x1 should apply to more cases, thus make more
> influence on the structure of the data, then x2).
> 
> set.seed(31431)
> 
> n <- 400
> 
> x1 <- rnorm(n)
> 
> x2 <- rnorm(n)
> 
> x3 <- rnorm(n)
> 
> x4 <- rnorm(n)
> 
> x5 <- rnorm(n)
> 
> X <- data.frame(x1,x2,x3,x4,x5)
> 
> y <- sample(letters[1:4], n, T)
> 
> y <- ifelse(X[,2] < -1 , "b", y)
> 
> y <- ifelse(X[,1] < 0 , "a", y)
> 
> require(rpart)
> 
> fit <- rpart(y~., X)
> 
> plot(fit); text(fit)
> 
> info.gain.rpart(fit) # your function - telling us on each variable how
> important it is
> 
> (references are always welcomed)
> 
> 
> Thanks!
> 
> Tal
> 
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