How to get different Variable Importance for each class in a binary h2o GBM in R?
问题 I'm trying to explore the use of a GBM with h2o for a classification issue to replace a logistic regression (GLM). The non-linearity and interactions in my data make me think a GBM is more suitable. I've ran a baseline GBM (see below) and compared the AUC against the AUC of the logistic regression. THe GBM performs much better. In a classic linear logistic regression, one would be able to see the direction and effect of each of the predictors (x) on the outcome variable (y). Now, I would like