search

ModelOriented / treeshap

Compute SHAP values for your tree-based models using the TreeSHAP algorithm
https://modeloriented.github.io/treeshap/
GNU General Public License v3.0
78 stars 23 forks source link

SHAP interactions? #1

Closed mayer79 closed 2 years ago

mayer79 commented 4 years ago

Fantastic start, thanks a lot! The big three (LGB, XGB, CatBoost) are all shipped with their own treeshap implementation (XGBoost via predict). However, XGBoost seems to be the only one with shap interaction decompositions, which are very useful. At least LightGBM won't implement them (https://github.com/microsoft/LightGBM/issues/3127).

Thus as first issue: could we find a way to extend the current approach to include SHAP interactions, at least as long-term plan?

pbiecek commented 4 years ago

Thanks, Yes, we have a lot of ideas in the roadmap. Shap interactions are definitely on target. The treeshap package was created during a short internship of two talented students. After the vacation, we'll see what resources we have to develop this project further.

mayer79 commented 4 years ago

Excellent - so glad your people created the project!

mayer79 commented 3 years ago

Seems to work - thanks a lot! Should we close the issue?

hbaniecki commented 2 years ago

indeed