[R] maintenance Nov 2017; SHAP plots (#2888)
* [R] fix predict contributions for data with no colnames * [R] add a render parameter for xgb.plot.multi.trees; fixes #2628 * [R] update Rd's * [R] remove unnecessary dep-package from R cmake install * silence type warnings; readability * [R] silence complaint about incomplete line at the end * [R] initial version of xgb.plot.shap() * [R] more work on xgb.plot.shap * [R] enforce black font in xgb.plot.tree; fixes #2640 * [R] if feature names are available, check in predict that they are the same; fixes #2857 * [R] cran check and lint fixes * remove tabs * [R] add references; a test for plot.shap
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Tong He
parent
1b77903eeb
commit
e8a6597957
@@ -150,7 +150,7 @@ xgb.Booster.complete <- function(object, saveraw = TRUE) {
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#' Setting \code{predcontrib = TRUE} allows to calculate contributions of each feature to
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#' individual predictions. For "gblinear" booster, feature contributions are simply linear terms
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#' (feature_beta * feature_value). For "gbtree" booster, feature contributions are SHAP
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#' values (https://arxiv.org/abs/1706.06060) that sum to the difference between the expected output
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#' values (Lundberg 2017) that sum to the difference between the expected output
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#' of the model and the current prediction (where the hessian weights are used to compute the expectations).
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#' Setting \code{approxcontrib = TRUE} approximates these values following the idea explained
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#' in \url{http://blog.datadive.net/interpreting-random-forests/}.
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@@ -172,6 +172,12 @@ xgb.Booster.complete <- function(object, saveraw = TRUE) {
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#'
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#' @seealso
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#' \code{\link{xgb.train}}.
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#'
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#' @references
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#'
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#' Scott M. Lundberg, Su-In Lee, "A Unified Approach to Interpreting Model Predictions", NIPS Proceedings 2017, \url{https://arxiv.org/abs/1705.07874}
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#'
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#' Scott M. Lundberg, Su-In Lee, "Consistent feature attribution for tree ensembles", \url{https://arxiv.org/abs/1706.06060}
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#'
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#' @examples
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#' ## binary classification:
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@@ -265,6 +271,10 @@ predict.xgb.Booster <- function(object, newdata, missing = NA, outputmargin = FA
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object <- xgb.Booster.complete(object, saveraw = FALSE)
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if (!inherits(newdata, "xgb.DMatrix"))
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newdata <- xgb.DMatrix(newdata, missing = missing)
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if (!is.null(object[["feature_names"]]) &&
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!is.null(colnames(newdata)) &&
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!identical(object[["feature_names"]], colnames(newdata)))
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stop("Feature names stored in `object` and `newdata` are different!")
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if (is.null(ntreelimit))
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ntreelimit <- NVL(object$best_ntreelimit, 0)
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if (NVL(object$params[['booster']], '') == 'gblinear')
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@@ -292,7 +302,7 @@ predict.xgb.Booster <- function(object, newdata, missing = NA, outputmargin = FA
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} else if (predcontrib) {
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n_col1 <- ncol(newdata) + 1
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n_group <- npred_per_case / n_col1
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dnames <- list(NULL, c(colnames(newdata), "BIAS"))
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dnames <- if (!is.null(colnames(newdata))) list(NULL, c(colnames(newdata), "BIAS")) else NULL
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ret <- if (n_ret == n_row) {
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matrix(ret, ncol = 1, dimnames = dnames)
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} else if (n_group == 1) {
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