Project all trees on one tree and plot it
Visualization of the ensemble of trees as a single collective unit.
xgb.plot.multi.trees(model, feature_names = NULL, features_keep = 5, plot_width = NULL, plot_height = NULL, ...)
- dump generated by the
- names of each feature as a
charactervector. Can be extracted from a sparse matrix (see example). If model dump already contains feature names, this argument should be
- number of features to keep in each position of the multi trees.
- width in pixels of the graph to produce
- height in pixels of the graph to produce
- currently not used
This function tries to capture the complexity of gradient boosted tree ensemble in a cohesive way.
The goal is to improve the interpretability of the model generally seen as black box. The function is dedicated to boosting applied to decision trees only.
The purpose is to move from an ensemble of trees to a single tree only.
It takes advantage of the fact that the shape of a binary tree is only defined by its deepness (therefore in a boosting model, all trees have the same shape).
Moreover, the trees tend to reuse the same features.
The function will project each tree on one, and keep for each position the
features_keep first features (based on Gain per feature measure).
This function is inspired by this blog post: https://wellecks.wordpress.com/2015/02/21/peering-into-the-black-box-visualizing-lambdamart/
Two graphs showing the distribution of the model deepness.
data(agaricus.train, package='xgboost') bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label, max_depth = 15, eta = 1, nthread = 2, nrounds = 30, objective = "binary:logistic", min_child_weight = 50) p <- xgb.plot.multi.trees(model = bst, feature_names = colnames(agaricus.train$data), features_keep = 3) print(p)