SHAP values for feature contributions (#2438)

* 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

View File

@@ -384,9 +384,10 @@ class GPUPredictor : public xgboost::Predictor {
void PredictContribution(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
const gbm::GBTreeModel& model,
unsigned ntree_limit) override {
unsigned ntree_limit,
bool approximate) override {
cpu_predictor->PredictContribution(p_fmat, out_contribs, model,
ntree_limit);
ntree_limit, approximate);
}
void Init(const std::vector<std::pair<std::string, std::string>>& cfg,