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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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14
src/gbm/gblinear.cc
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@@ -224,7 +224,8 @@ class GBLinear : public GradientBooster {
void PredictContribution(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
unsigned ntree_limit, bool approximate) override {
unsigned ntree_limit, bool approximate, int condition = 0,
unsigned condition_feature = 0) override {
if (model.weight.size() == 0) {
model.InitModel();
}
@@ -265,6 +266,17 @@ class GBLinear : public GradientBooster {
}
}
void PredictInteractionContributions(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
unsigned ntree_limit, bool approximate) override {
std::vector<bst_float>& contribs = *out_contribs;
// linear models have no interaction effects
const size_t nelements = model.param.num_feature*model.param.num_feature;
contribs.resize(p_fmat->info().num_row * nelements * model.param.num_output_group);
std::fill(contribs.begin(), contribs.end(), 0);
}
std::vector<std::string> DumpModel(const FeatureMap& fmap,
bool with_stats,
std::string format) const override {

10
src/gbm/gbtree.cc
View File

@@ -220,10 +220,18 @@ class GBTree : public GradientBooster {
void PredictContribution(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
unsigned ntree_limit, bool approximate) override {
unsigned ntree_limit, bool approximate, int condition,
unsigned condition_feature) override {
predictor->PredictContribution(p_fmat, out_contribs, model_, ntree_limit, approximate);
}
void PredictInteractionContributions(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
unsigned ntree_limit, bool approximate) override {
predictor->PredictInteractionContributions(p_fmat, out_contribs, model_,
ntree_limit, approximate);
}
std::vector<std::string> DumpModel(const FeatureMap& fmap,
bool with_stats,
std::string format) const override {