Hello. I have a gradient boosting tree where I want to get a list of all the variables used in the model. I currently have " IMPORTANCE NVARS=40", but is there a way to set this to ALL or MAX, so that the same code will work on any dataset? Or do I need to sum up the number of variables I have in the data set and put that into a macro variable? Here is the code: PROC TREEBOOST data=&abt._
CATEGORICALBINS=&CATEGORICALBINS.
INTERVALBINS=&INTERVALBINS.
EXHAUSTIVE=&EXHAUSTIVE.
INTERVALDECIMALS=&INTERVALDECIMALS.
LEAFSIZE=&LEAFSIZE.
MAXBRANCHES=&MAXBRANCHES.
ITERATIONS=&ITERATIONS.
MINCATSIZE=&MINCATSIZE.
MISSING=&MISSING.
LEAFFRACTION=&LEAFFRACTION.
SEED=12345
SHRINKAGE=&SHRINKAGE.
SPLITSIZE=&SPLITSIZE.
TRAINPROPORTION=&TRAINPROPORTION.
;
INPUT &charvars. &flgvars. /level= nominal ;
INPUT &numvars. /level= interval ;
TARGET target_flg /level=binary ;
IMPORTANCE NVARS=40 OUTFIT=imp_VARS out = imp20 ;
SUBSERIES BEST ;
CODE FILE="&save_path.\&save_file." ;
SAVE MODEL=GBoost_Test FIT=fit IMPORTANCE=imp RULES=rules;
RUN;
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