Function CalcMostInteractingFeatures

catboost/libs/fstr/feature_str.cpp:190–223

}

TVector<TFeaturePairInteractionInfo> CalcMostInteractingFeatures(const TVector<TMxTree>& trees,
                                                                 int topPairsCount) {
    int featureCount = GetMaxSrcFeature(trees) + 1;
    THashMap<std::pair<int, int>, double> sumInteractions;

    for (int i = 0; i < trees.ysize(); ++i) {
        const TMxTree& tree = trees[i];
        for (int firstIdx = 0; firstIdx < tree.SrcFeatures.ysize() - 1; ++firstIdx) {
            for (int secondIdx = firstIdx + 1; secondIdx < tree.SrcFeatures.ysize(); ++secondIdx) {
                int n1 = 1 << firstIdx;
                int n2 = 1 << secondIdx;
                double delta = 0;
                for (int leafIdx = 0; leafIdx < tree.Leaves.ysize(); ++leafIdx) {
                    int var1 = (leafIdx & n1) != 0;
                    int var2 = (leafIdx & n2) != 0;
                    int sign = (var1 ^ var2) ? 1 : -1;
                    for (int valInLeafIdx = 0; valInLeafIdx < tree.Leaves[leafIdx].Vals.ysize(); ++valInLeafIdx) {
                        delta += sign * tree.Leaves[leafIdx].Vals[valInLeafIdx];
                    }
                }
                int srcFeature1 = tree.SrcFeatures[firstIdx];
                int srcFeature2 = tree.SrcFeatures[secondIdx];
                if (srcFeature2 < srcFeature1) {
                    DoSwap(srcFeature1, srcFeature2);
                }
                if (srcFeature1 == srcFeature2) {
                    continue;
                }
                sumInteractions[std::make_pair(srcFeature1, srcFeature2)] += fabs(delta);
            }
        }
    }
    return PostProcessSumInteractions(sumInteractions, featureCount, topPairsCount);
}

static void DFS(const TFullModel& model, const THashMap<TFeature, int, TFeatureHash>& featureToIdx, ui32 nodeIdx, TVector<std::pair<int, int>>* pathPtr, THashMap<std::pair<int, int>, double>* sumInteractionsPtr) {
    const int split = model.ModelTrees->GetModelTreeData()->GetTreeSplits()[nodeIdx];