Closed nilslacroix closed 2 years ago
Fixed this issue by avoiding "memory check" for CatBoost, since CatBoost is not supported in the current version of fasttreeshap
(mentioned in https://github.com/linkedin/FastTreeSHAP/issues/6).
fasttreeshap
is built only for "tree_path_dependent". You may still run "interventional" in fasttreeshap
anyway, but its performance should be the same as in shap
. I would suggest you to post issues related to "interventional" directly in shap
GitHub page.
Is this also true For xgboost and lgbm? From my understanding in the Paper "tree path dependent" is the better Method For explaining model Performance and interventional is used to explain Relationships in the Data. Also "interventional" is a lot slower so wouldnt a fast tree shap Method make a lot of sense For it?
Yes. fasttreeshap
accelerates the shap value computation for xgboost and lgbm only for "tree_path_dependent".
Thanks for your suggestion! It may make sense to accelerate "interventional" as well, however the algorithms used in "tree_path_dependent" and "interventional" are totally different. It is actually much harder to accelerate "interventional" (and I actually doubt the feasibility of accelerating "interventional" from algorithm side), and thus it is out of the scope of this package.
Catboost produces a TreeEnsemble has no "num_nodes" error with this code. Btw do you support a background dataset parameter, like in shap for "interventional" vs "tree_path_dependent"? Because if your underlying code uses the "interventional" method this might be related to this bug: https://github.com/slundberg/shap/issues/2557