search

ing-bank / probatus

Validation (like Recursive Feature Elimination for SHAP) of (multiclass) classifiers & regressors and data used to develop them.
https://ing-bank.github.io/probatus
MIT License
132 stars 40 forks source link

Incorporate FastTreeSHAP #210

Closed ReinierKoops closed 8 months ago

ReinierKoops commented 1 year ago

Problem Description TreeSHAP could be faster. It now takes quite some time.

Desired Outcome As Busra of RPAA team suggested, Incorporating: https://github.com/linkedin/FastTreeSHAP could speed up the dev process of Probatus.

Solution Outline Test for compatibility.

Implement it if it does not break some of the core functionalities.

ReinierKoops commented 8 months ago

FastTreeShap is outdated. I've tried to incorporate it but due to bugs in the shap version FastTreeShap uses, it won't for example work with Lightgbm when it has categories in the data.

ReinierKoops commented 8 months ago

@gverbock @anilkumarpanda

ReinierKoops commented 8 months ago

See pr https://github.com/ing-bank/probatus/pull/243 which introduces a lot of maintainbility overhead and brittleness.