I'm using the
bigrf R-package to analyse a dataset with ca. 50.000 observations x 120 variables, classified into two groups.
After growing a forest of 1000 trees, I investigate the importance and relationship of the 120 features in the relation to the 2 classes using, respectively, the
interactions functions, which produce very nice results.
However, I'm now interested in investigating the problem using 3 (or more) rather than 2 classes. In this case, the Gini variable importance calculated by
fastimp only relates to overall importance.
My question is: Is there a way to calculate a class-specific Gini variable importance, or some similar measure?