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SHAP values for feature contributions (#2438)

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* SHAP values for feature contributions

* Fix commenting error

* New polynomial time SHAP value estimation algorithm

* Update API to support SHAP values

* Fix merge conflicts with updates in master

* Correct submodule hashes

* Fix variable sized stack allocation

* Make lint happy

* Add docs

* Fix typo

* Adjust tolerances

* Remove unneeded def

* Fixed cpp test setup

* Updated R API and cleaned up

* Fixed test typo
This commit is contained in:
Scott Lundberg
2017-10-12 12:35:51 -07:00
committed by GitHub
parent ff9180cd73
commit 78c4188cec
16 changed files with 369 additions and 143 deletions
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4
include/xgboost/learner.h
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@@ -104,13 +104,15 @@ class Learner : public rabit::Serializable {
* predictor, when it equals 0, this means we are using all the trees
* \param pred_leaf whether to only predict the leaf index of each tree in a boosted tree predictor
* \param pred_contribs whether to only predict the feature contributions
* \param approx_contribs whether to approximate the feature contributions for speed
*/
virtual void Predict(DMatrix* data,
bool output_margin,
std::vector<bst_float> *out_preds,
unsigned ntree_limit = 0,
bool pred_leaf = false,
bool pred_contribs = false) const = 0;
bool pred_contribs = false,
bool approx_contribs = false) const = 0;
/*!
* \brief Set additional attribute to the Booster.
* The property will be saved along the booster.