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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
src/learner.cc
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@@ -433,9 +433,9 @@ class LearnerImpl : public Learner {
void Predict(DMatrix* data, bool output_margin,
std::vector<bst_float>* out_preds, unsigned ntree_limit,
bool pred_leaf, bool pred_contribs) const override {
bool pred_leaf, bool pred_contribs, bool approx_contribs) const override {
if (pred_contribs) {
gbm_->PredictContribution(data, out_preds, ntree_limit);
gbm_->PredictContribution(data, out_preds, ntree_limit, approx_contribs);
} else if (pred_leaf) {
gbm_->PredictLeaf(data, out_preds, ntree_limit);
} else {