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Add SHAP interaction effects, fix minor bug, and add cox loss (#3043)

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* Add interaction effects and cox loss

* Minimize whitespace changes

* Cox loss now no longer needs a pre-sorted dataset.

* Address code review comments

* Remove mem check, rename to pred_interactions, include bias

* Make lint happy

* More lint fixes

* Fix cox loss indexing

* Fix main effects and tests

* Fix lint

* Use half interaction values on the off-diagonals

* Fix lint again
This commit is contained in:
Scott Lundberg
2018-02-07 18:38:01 -08:00
committed by Vadim Khotilovich
parent 077abb35cd
commit d878c36c84
19 changed files with 638 additions and 125 deletions
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3
src/c_api/c_api.cc
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@@ -759,7 +759,8 @@ XGB_DLL int XGBoosterPredict(BoosterHandle handle,
&preds, ntree_limit,
(option_mask & 2) != 0,
(option_mask & 4) != 0,
(option_mask & 8) != 0);
(option_mask & 8) != 0,
(option_mask & 16) != 0);
*out_result = dmlc::BeginPtr(preds);
*len = static_cast<xgboost::bst_ulong>(preds.size());
API_END();