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ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
https://www.microsoft.com/en-us/research/project/alice/
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NumbaDeprecationWarning via shap #807

Open davidpomerenke opened 1 year ago

davidpomerenke commented 1 year ago 
from econml.dr import LinearDRLearner

will print the long warning log given below.

I am using Python 3.10.10, econml 0.14.1.

Econml requires shap >=0.38.1,<0.42.0 according to Poetry, and I have shap 0.41.0.

It seems that the issue is solved in shap 0.42.0: https://github.com/shap/shap/issues/2909

Thus upgrading the shap dependency would probably fix this.

Warning log:

.venv/lib/python3.10/site-packages/shap/utils/_clustering.py:35: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _pt_shuffle_rec(i, indexes, index_mask, partition_tree, M, pos):
.venv/lib/python3.10/site-packages/shap/utils/_clustering.py:54: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def delta_minimization_order(all_masks, max_swap_size=100, num_passes=2):
.venv/lib/python3.10/site-packages/shap/utils/_clustering.py:63: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _reverse_window(order, start, length):
.venv/lib/python3.10/site-packages/shap/utils/_clustering.py:69: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _reverse_window_score_gain(masks, order, start, length):
.venv/lib/python3.10/site-packages/shap/utils/_clustering.py:77: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _mask_delta_score(m1, m2):
.venv/lib/python3.10/site-packages/shap/links.py:5: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def identity(x):
.venv/lib/python3.10/site-packages/shap/links.py:10: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _identity_inverse(x):
.venv/lib/python3.10/site-packages/shap/links.py:15: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def logit(x):
.venv/lib/python3.10/site-packages/shap/links.py:20: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _logit_inverse(x):
.venv/lib/python3.10/site-packages/shap/utils/_masked_model.py:363: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _build_fixed_single_output(averaged_outs, last_outs, outputs, batch_positions, varying_rows, num_varying_rows, link, linearizing_weights):
.venv/lib/python3.10/site-packages/shap/utils/_masked_model.py:385: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _build_fixed_multi_output(averaged_outs, last_outs, outputs, batch_positions, varying_rows, num_varying_rows, link, linearizing_weights):
.venv/lib/python3.10/site-packages/shap/utils/_masked_model.py:428: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _init_masks(cluster_matrix, M, indices_row_pos, indptr):
.venv/lib/python3.10/site-packages/shap/utils/_masked_model.py:439: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _rec_fill_masks(cluster_matrix, indices_row_pos, indptr, indices, M, ind):
.venv/lib/python3.10/site-packages/shap/maskers/_tabular.py:186: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _single_delta_mask(dind, masked_inputs, last_mask, data, x, noop_code):
.venv/lib/python3.10/site-packages/shap/maskers/_tabular.py:197: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _delta_masking(masks, x, curr_delta_inds, varying_rows_out,
.venv/lib/python3.10/site-packages/shap/maskers/_image.py:175: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def _jit_build_partition_tree(xmin, xmax, ymin, ymax, zmin, zmax, total_ywidth, total_zwidth, M, clustering, q):
.venv/lib/python3.10/site-packages/shap/explainers/_partition.py:676: NumbaDeprecationWarning: The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
  def lower_credit(i, value, M, values, clustering):
The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
The 'nopython' keyword argument was not supplied to the 'numba.jit' decorator. The implicit default value for this argument is currently False, but it will be changed to True in Numba 0.59.0. See https://numba.readthedocs.io/en/stable/reference/deprecation.html#deprecation-of-object-mode-fall-back-behaviour-when-using-jit for details.
davidpomerenke commented 1 year ago

Temporary workaround (via https://numba.pydata.org/numba-doc/dev/reference/deprecation.html):

from numba.core.errors import NumbaDeprecationWarning
import warnings

warnings.simplefilter('ignore', category=NumbaDeprecationWarning)

from econml.dr import LinearDRLearner

The warning suppression code must come before the econml imports for it to work.