Interpretation of variable importance value in SAS Visual Statistics

[adjie]

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.

[sbxkoenk]

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