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jlevy44 / InteractionTransformer

Extract meaningful interactions from machine learning models to obtain machine-learning performance with statistical model interpretability.
MIT License
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Possibilities InteractionTransfomer in combination with Neural Network #4

Closed jvdboogaard closed 3 years ago

jvdboogaard commented 3 years ago

Dear jlevy44,

Once again I want to thank you for being able to use your code.

I have used the code for both XGBoost and Random Forest. Now I would like to use the code in combination with Neural Network. I know that I can't use TreeExplainer for the SHAP values but I can use KernelExplainer for the SHAP values. But there is no attribute 'shap_interaction_values' for this Explainer. Do you have any suggestions on how to implement this/make it possible to use the code for NN?

Thanks in advance.

Kind regards, Jeroen

jlevy44 commented 3 years ago

Hi @jvdboogaard , that is a great idea and certainly something we may incorporate. Here's a few papers that discuss such methods. https://openreview.net/forum?id=BkgnhTEtDS https://openreview.net/forum?id=ByOfBggRZ Currently, we do not offer approaches that are amenable to neural networks. Feel free to open a PR if you find something interesting!