You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
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.
The text was updated successfully, but these errors were encountered:
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.
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.
The text was updated successfully, but these errors were encountered: