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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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5
src/learner.cc
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@@ -443,9 +443,12 @@ 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, bool approx_contribs) const override {
bool pred_leaf, bool pred_contribs, bool approx_contribs,
bool pred_interactions) const override {
if (pred_contribs) {
gbm_->PredictContribution(data, out_preds, ntree_limit, approx_contribs);
} else if (pred_interactions) {
gbm_->PredictInteractionContributions(data, out_preds, ntree_limit, approx_contribs);
} else if (pred_leaf) {
gbm_->PredictLeaf(data, out_preds, ntree_limit);
} else {