Closed jasonmsetiadi closed 1 year ago
Unfortunately tfdf currently does not support local interpretation methods like SHAP out of the box. If you our anyone else wants to push integrating TF-DF or YDF with SHAP's TreeExplainer, we'd be happy to provide assistance with design and implementation.
I am currently using SHAP explainers, such as TreeExplainer to obtain local interpretation of gradient boosted models (XGBoost, LightGBM, etc). I realize that tfdf offers method for obtaining global interpretation such as permutation importance, but what about local interpretation? I am unable to obtain local interpretation since the tfdf models are not compatible with SHAP's TreeExplainer.