How can I get predictorImportance in crossvalidated ensemble ?

How can i get predictorImportance from a cross validated fitcensemble ?

Mdl.predictorImportance only works for non cross validated ensembles

Thanks

Answer 1

[Anmol Dhiman]

The error received is indicative of the issue. For trees of the class ClassificationPartitionedEnsemble, you cannot use prediction, so this kind of tree does not have a predict method and hence, cannot be used with 'predictorImportance'.

fitcensemble returns ClassificationPartitionEnsemble object as shown below.

https://www.mathworks.com/help/stats/fitcensemble.html#bvcj_s4-8

Use kfoldPredict, kfoldLoss, kfoldMargin, kfoldEdge, and kfoldfun in order to use estimate the quality of the classification using fitcensemble.