Interpretation of variable importance value in SAS Visual Statistics

adjie — Tue, 19 Jul 2022 15:41:34 GMT

Hi all,

I created a Decision Tree model using SAS Visual Statistics and one of the outputs is Variable Importance. It shows importance values for each columns. I would like to know the interpretation of these values? For example, when the top variable has 1250 importance, what does this 1250 value means?

Thanks.

Re: Interpretation of variable importance value in SAS Visual Statistics

sbxkoenk — Tue, 19 Jul 2022 21:38:09 GMT

Hello,

SAS Visual Statistics 8.3: Procedures
The TREESPLIT Procedure
Details : Variable Importance
https://go.documentation.sas.com/doc/en/casstat/8.3/casstat_treesplit_details20.htm

Example 21.3 Assessing Variable Importance
https://go.documentation.sas.com/doc/en/casstat/8.3/casstat_treesplit_examples04.htm

I have never looked at the absolute figure(s) for Variable Importance.
Use the Relative Importance instead.
Variables that are NOT used have an importance of zero.
The most important variable has an importance of one.
All other variables are scaled in between (in between 0 and 1).

Thanks,
Koen

topic Re: Interpretation of variable importance value in SAS Visual Statistics in SAS Data Science

Interpretation of variable importance value in SAS Visual Statistics

Re: Interpretation of variable importance value in SAS Visual Statistics