HP4SCORE to calculate variable importance after creating a model with HPFOREST with FREQ statement

constantine — Sun, 11 Oct 2020 02:26:13 GMT

I am trying to evaluate variable importance by creating a model with hpforest and then running hp4score with importance statement. The problem is freq statement in hpforest. Without this statement i can get non zero results from hp4score. If i have freq statement in hpforest then hp4score produces var importance table with only 0 populated for each var. By the way there is var importance in hpforest output and that produces valid values in either case. But i would like to use var importance from hp4score as it is more accurate. The sample code is below. Thanks!

proc hpforest data=a;
target loss_rate;
freq balance;
input var1 var2;
save file='model.sav';
run;

proc hp4score data=a;
importance file='model.sav';
var=(var1 var2);
run;

Re: HP4SCORE to calculate variable importance after creating a model with HPFOREST with FREQ stateme

WendyCzika — Fri, 16 Oct 2020 18:48:28 GMT

This should work correctly in the latest version, SAS Enterprise Miner 15.2.

The only work-around I can think for the previous versions is to expand your data by the frequency variable so you don't need the FREQ statement in PROC HPFOREST.

topic HP4SCORE to calculate variable importance after creating a model with HPFOREST with FREQ statement in SAS Data Science

HP4SCORE to calculate variable importance after creating a model with HPFOREST with FREQ statement

Re: HP4SCORE to calculate variable importance after creating a model with HPFOREST with FREQ stateme