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andosa Merge pull request #9 from SauceCat/master
improve the efficiency of tree leaf contribution calculation
Latest commit a52a6d7 May 15, 2018

README.rst

TreeInterpreter

Package for interpreting scikit-learn's decision tree and random forest predictions. Allows decomposing each prediction into bias and feature contribution components as described in http://blog.datadive.net/interpreting-random-forests/. For a dataset with n features, each prediction on the dataset is decomposed as prediction = bias + feature_1_contribution + ... + feature_n_contribution.

It works on scikit-learn's

  • DecisionTreeRegressor
  • DecisionTreeClassifier
  • ExtraTreeRegressor
  • ExtraTreeClassifier
  • RandomForestRegressor
  • RandomForestClassifier
  • ExtraTreesRegressor
  • ExtraTreesClassifier

Free software: BSD license

Dependencies

  • scikit-learn 0.17+

Installation

The easiest way to install the package is via pip:

$ pip install treeinterpreter

Usage

from treeinterpreter import treeinterpreter as ti
# fit a scikit-learn's regressor model
rf = RandomForestRegressor()
rf.fit(trainX, trainY)

prediction, bias, contributions = ti.predict(rf, testX)

Prediction is the sum of bias and feature contributions:

assert(numpy.allclose(prediction, bias + np.sum(contributions, axis=1)))
assert(numpy.allclose(rf.predict(testX), bias + np.sum(contributions, axis=1)))

More usage examples at http://blog.datadive.net/random-forest-interpretation-with-scikit-learn/.