Closed kapsner closed 1 year ago
Regarding the computation of the prediction of the survival probability at predefined time points using treeshap, the latest code adaptions seem to work well: the SurvSHAP-plot computed with treeshap produces very similar results compared to the one computed with kernelshap (but computation with treeshap was faster).
Plot with Treeshap (code-ref https://github.com/kapsner/survex/blob/d2c16a608792c6387b2e65890446521890d088e0/tests/testthat/test-predict_parts.R#L122):
Plot with Kernelshap (code-ref https://github.com/kapsner/survex/blob/d2c16a608792c6387b2e65890446521890d088e0/tests/testthat/test-predict_parts.R#L137):
Completed in #87
The purpose of this formal feature request is mainly for a documentation of ongoing works and to avoid duplicate efforts.
I've started to work on implementing support for computing SurvSHAP values using the
treeshap
algorithm in this fork ofsurvex
.As of now, both, local and global computation of SurvSHAP values using the
ranger
algorithm work technically.Statistical / mathematical correctness needs yet to be proven for: