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Update GPUTreeshap (#6163)

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* Reduce shap test duration

* Test interoperability with shap package

* Add feature interactions

* Update GPUTreeShap
This commit is contained in:
Rory Mitchell
2020-09-28 09:43:47 +13:00
committed by GitHub
parent 434a3f35a3
commit dda9e1e487
14 changed files with 176 additions and 87 deletions
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8
src/gbm/gblinear.cc
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@@ -155,7 +155,7 @@ class GBLinear : public GradientBooster {
}
void PredictContribution(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
HostDeviceVector<bst_float>* out_contribs,
unsigned ntree_limit, bool approximate, int condition = 0,
unsigned condition_feature = 0) override {
model_.LazyInitModel();
@@ -165,7 +165,7 @@ class GBLinear : public GradientBooster {
const int ngroup = model_.learner_model_param->num_output_group;
const size_t ncolumns = model_.learner_model_param->num_feature + 1;
// allocate space for (#features + bias) times #groups times #rows
std::vector<bst_float>& contribs = *out_contribs;
std::vector<bst_float>& contribs = out_contribs->HostVector();
contribs.resize(p_fmat->Info().num_row_ * ncolumns * ngroup);
// make sure contributions is zeroed, we could be reusing a previously allocated one
std::fill(contribs.begin(), contribs.end(), 0);
@@ -195,9 +195,9 @@ class GBLinear : public GradientBooster {
}
void PredictInteractionContributions(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
HostDeviceVector<bst_float>* out_contribs,
unsigned ntree_limit, bool approximate) override {
std::vector<bst_float>& contribs = *out_contribs;
std::vector<bst_float>& contribs = out_contribs->HostVector();
// linear models have no interaction effects
const size_t nelements = model_.learner_model_param->num_feature *

4
src/gbm/gbtree.cc
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@@ -600,7 +600,7 @@ class Dart : public GBTree {
}
void PredictContribution(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
HostDeviceVector<bst_float>* out_contribs,
unsigned ntree_limit, bool approximate, int condition,
unsigned condition_feature) override {
CHECK(configured_);
@@ -609,7 +609,7 @@ class Dart : public GBTree {
}
void PredictInteractionContributions(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
HostDeviceVector<bst_float>* out_contribs,
unsigned ntree_limit, bool approximate) override {
CHECK(configured_);
cpu_predictor_->PredictInteractionContributions(p_fmat, out_contribs, model_,

6
src/gbm/gbtree.h
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@@ -237,7 +237,7 @@ class GBTree : public GradientBooster {
}
void PredictContribution(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
HostDeviceVector<bst_float>* out_contribs,
unsigned ntree_limit, bool approximate,
int condition, unsigned condition_feature) override {
CHECK(configured_);
@@ -246,10 +246,10 @@ class GBTree : public GradientBooster {
}
void PredictInteractionContributions(DMatrix* p_fmat,
std::vector<bst_float>* out_contribs,
HostDeviceVector<bst_float>* out_contribs,
unsigned ntree_limit, bool approximate) override {
CHECK(configured_);
cpu_predictor_->PredictInteractionContributions(p_fmat, out_contribs, model_,
this->GetPredictor()->PredictInteractionContributions(p_fmat, out_contribs, model_,
ntree_limit, nullptr, approximate);
}