Join GitHub today
GitHub is home to over 50 million developers working together to host and review code, manage projects, and build software together.
Sign upAdd Shapley-based importance #87
Comments
|
Should we have a vi_shap method that allows both fast shap and also tree shap methods? Meaning, it can leverage both fastshap and also allow xgboost's (and any other models) that have built-in shapley computations (shortcut to this). |
|
My thought is that fastshap will just default to using TreeSHAP in the next release so we’d just use that (consistent) interface! But yes, I like the idea of vi_shap() as the workhorse underneath. Ideally it would just call fastshap::explain(tree_mod, exact = TRUE, ...) or something to that effect. |
|
TODO:
|
Use fastshap for Shapley-based feature importance. Future versions of fastshap will utilize TreeSHAP for fast results when applied to certain models like xgboost and lightgbm.