generating SHAP values.

[sandeshregmi]

Hello,
First of all thank you so much for your contribution for making millions of like me more educated on "Black Box" model.
I have a quick question regarding SHAP values generation using DALEX/ iBreakDown packages.
xgb<-DALEX::explain(xgb_03, data=testing[,1:345],y= testing$TRANSITIONED=="YES", label = "for Member "L00274353401")

ive_xgb <- iBreakDown::shap(xgb, new_observation = filter(testing[,1:345], MEMBER=='TX00274353401'))

When I run this code, first object gets created without problem but for second object (ive_xgb), its still running after three hours. Do you have any suggestion? please
Thank you

[pbiecek]

For complex models it may be slow.
One quick trick is to reduce number of random paths calculated by this function. By default it's 25, you can try B = 5, should be fine for medium or small number of variables in the model (but you have >300 so you need to check if it will be stable).
Second will be to give smaller data to the explain() function.
If testing is very large you can try to use just a subset of data.

[sandeshregmi]

I appreciate it. After down-sizing the rows in explainer and setting B=5 in shap function worked!