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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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20
src/predictor/gpu_predictor.cu
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@@ -454,10 +454,22 @@ class GPUPredictor : public xgboost::Predictor {
void PredictContribution(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
const gbm::GBTreeModel& model, unsigned ntree_limit,
bool approximate) override {
cpu_predictor->PredictContribution(p_fmat, out_contribs, model, ntree_limit,
approximate);
const gbm::GBTreeModel& model,
unsigned ntree_limit,
bool approximate,
int condition,
unsigned condition_feature) override {
cpu_predictor->PredictContribution(p_fmat, out_contribs, model,
ntree_limit, approximate, condition, condition_feature);
}
void PredictInteractionContributions(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
const gbm::GBTreeModel& model,
unsigned ntree_limit,
bool approximate) override {
cpu_predictor->PredictInteractionContributions(p_fmat, out_contribs, model,
ntree_limit, approximate);
}
void Init(const std::vector<std::pair<std::string, std::string>>& cfg,