For some learners it is possible to calculate a feature importance measure.
`getFeatureImportance` extracts those values from trained models.
See below for a list of supported learners.

boosting

Measure which accounts the gain of Gini index given by a feature
in a tree and the weight of that tree.

cforest

Permutation principle of the 'mean decrease in accuracy' principle
in randomForest. If `auc=TRUE` (only for binary classification),
area under the curve is used as measure. The algorithm used for the survival
learner is 'extremely slow and experimental; use at your own risk'.
See varimp for details and further parameters.

gbm

Estimation of relative influence for each feature. See
relative.influence
for details and further parameters.

randomForest

For `type = 2` (the default) the 'MeanDecreaseGini' is measured,
which is based on the Gini impurity index used for the calculation of the nodes.
Alternatively, you can set `type` to 1, then the measure is the mean
decrease in accuracy calculated on OOB data. Note, that in this case
the learner's parameter `importance` needs to be set to be able to compute
feature importance values.
See importance for details.

RRF

This is identical to randomForest.

randomForestSRC

This method can calculate feature importance for
various measures. By default the Breiman-Cutler permutation method is used.
See vimp for details.

ranger

Supports both measures mentioned above for the randomForest
learner. Note, that you need to specifically set the learners parameter
`importance`, to be able to compute feature importance measures.
See importance and
ranger for details.

rpart

Sum of decrease in impurity for each of the surrogate variables at each node.

xgboost

The value implies the relative contribution of the corresponding feature to the model
calculated by taking each feature's contribution for each tree in the model. The exact
computation of the importance in xgboost is undocumented.

getFeatureImportance(object, ...)

## Arguments

object |
([WrappedModel])
Wrapped model, result of [train]. |

... |
(any)
Additional parameters, which are passed to the underlying importance value
generating function. |

## Value

([FeatureImportance]) An object containing a `data.frame` of the variable importances and further information.