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_beeswarm.py
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_beeswarm.py
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""" Summary plots of SHAP values across a whole dataset.
"""
from __future__ import division
import warnings
import numpy as np
import scipy as sp
from scipy.stats import gaussian_kde
try:
import matplotlib.pyplot as pl
except ImportError:
warnings.warn("matplotlib could not be loaded!")
pass
from ._labels import labels
from . import colors
from ..utils import safe_isinstance, OpChain, format_value
from ._utils import convert_ordering, convert_color, merge_nodes, get_sort_order, sort_inds
from .. import Explanation
# TODO: Add support for hclustering based explanations where we sort the leaf order by magnitude and then show the dendrogram to the left
def beeswarm(shap_values, max_display=10, order=Explanation.abs.mean(0),
clustering=None, cluster_threshold=0.5, color=None,
axis_color="#333333", alpha=1, show=True, log_scale=False,
color_bar=True, plot_size="auto", color_bar_label=labels["FEATURE_VALUE"]):
"""Create a SHAP beeswarm plot, colored by feature values when they are provided.
Parameters
----------
shap_values : Explanation
This is an Explanation object containing a matrix of SHAP values (# samples x # features).
max_display : int
How many top features to include in the plot (default is 20, or 7 for interaction plots)
plot_size : "auto" (default), float, (float, float), or None
What size to make the plot. By default the size is auto-scaled based on the number of
features that are being displayed. Passing a single float will cause each row to be that
many inches high. Passing a pair of floats will scale the plot by that
number of inches. If None is passed then the size of the current figure will be left
unchanged.
"""
if not isinstance(shap_values, Explanation):
raise ValueError("the beeswarm plot requires Explanation object as the `shap_values` argument")
if len(shap_values.shape) == 1:
raise ValueError(
"The beeswarm plot does not support plotting a single instance, please pass "
"an explanation matrix with many instances!"
)
elif len(shap_values.shape) > 2:
raise ValueError(
"The beeswarm plot does not support plotting explanations with instances that have more "
"than one dimension!"
)
shap_exp = shap_values
# we make a copy here, because later there are places that might modify this array
values = np.copy(shap_exp.values)
features = shap_exp.data
if sp.sparse.issparse(features):
features = features.toarray()
feature_names = shap_exp.feature_names
# if out_names is None: # TODO: waiting for slicer support
# out_names = shap_exp.output_names
order = convert_ordering(order, values)
# # deprecation warnings
# if auto_size_plot is not None:
# warnings.warn("auto_size_plot=False is deprecated and is now ignored! Use plot_size=None instead.")
# multi_class = False
# if isinstance(values, list):
# multi_class = True
# if plot_type is None:
# plot_type = "bar" # default for multi-output explanations
# assert plot_type == "bar", "Only plot_type = 'bar' is supported for multi-output explanations!"
# else:
# if plot_type is None:
# plot_type = "dot" # default for single output explanations
# assert len(values.shape) != 1, "Summary plots need a matrix of values, not a vector."
# default color:
if color is None:
if features is not None:
color = colors.red_blue
else:
color = colors.blue_rgb
color = convert_color(color)
idx2cat = None
# convert from a DataFrame or other types
if str(type(features)) == "<class 'pandas.core.frame.DataFrame'>":
if feature_names is None:
feature_names = features.columns
# feature index to category flag
idx2cat = features.dtypes.astype(str).isin(["object", "category"]).tolist()
features = features.values
elif isinstance(features, list):
if feature_names is None:
feature_names = features
features = None
elif (features is not None) and len(features.shape) == 1 and feature_names is None:
feature_names = features
features = None
num_features = values.shape[1]
if features is not None:
shape_msg = "The shape of the matrix does not match the shape of the " \
"provided data matrix."
if num_features - 1 == features.shape[1]:
assert False, shape_msg + " Perhaps the extra column in the shap_values matrix is the " \
"constant offset? Of so just pass shap_values[:,:-1]."
else:
assert num_features == features.shape[1], shape_msg
if feature_names is None:
feature_names = np.array([labels['FEATURE'] % str(i) for i in range(num_features)])
if log_scale:
pl.xscale('symlog')
if clustering is None:
partition_tree = getattr(shap_values, "clustering", None)
if partition_tree is not None and partition_tree.var(0).sum() == 0:
partition_tree = partition_tree[0]
else:
partition_tree = None
elif clustering is False:
partition_tree = None
else:
partition_tree = clustering
if partition_tree is not None:
assert partition_tree.shape[1] == 4, "The clustering provided by the Explanation object does not seem to be a partition tree (which is all shap.plots.bar supports)!"
# plotting SHAP interaction values
if len(values.shape) == 3:
if plot_type == "compact_dot":
new_values = values.reshape(values.shape[0], -1)
new_features = np.tile(features, (1, 1, features.shape[1])).reshape(features.shape[0], -1)
new_feature_names = []
for c1 in feature_names:
for c2 in feature_names:
if c1 == c2:
new_feature_names.append(c1)
else:
new_feature_names.append(c1 + "* - " + c2)
return beeswarm(
new_values, new_features, new_feature_names,
max_display=max_display, plot_type="dot", color=color, axis_color=axis_color,
title=title, alpha=alpha, show=show, sort=sort,
color_bar=color_bar, plot_size=plot_size, class_names=class_names,
color_bar_label="*" + color_bar_label
)
if max_display is None:
max_display = 7
else:
max_display = min(len(feature_names), max_display)
interaction_sort_inds = order#np.argsort(-np.abs(values.sum(1)).sum(0))
# get plotting limits
delta = 1.0 / (values.shape[1] ** 2)
slow = np.nanpercentile(values, delta)
shigh = np.nanpercentile(values, 100 - delta)
v = max(abs(slow), abs(shigh))
slow = -v
shigh = v
pl.figure(figsize=(1.5 * max_display + 1, 0.8 * max_display + 1))
pl.subplot(1, max_display, 1)
proj_values = values[:, interaction_sort_inds[0], interaction_sort_inds]
proj_values[:, 1:] *= 2 # because off diag effects are split in half
beeswarm(
proj_values, features[:, interaction_sort_inds] if features is not None else None,
feature_names=feature_names[interaction_sort_inds],
sort=False, show=False, color_bar=False,
plot_size=None,
max_display=max_display
)
pl.xlim((slow, shigh))
pl.xlabel("")
title_length_limit = 11
pl.title(shorten_text(feature_names[interaction_sort_inds[0]], title_length_limit))
for i in range(1, min(len(interaction_sort_inds), max_display)):
ind = interaction_sort_inds[i]
pl.subplot(1, max_display, i + 1)
proj_values = values[:, ind, interaction_sort_inds]
proj_values *= 2
proj_values[:, i] /= 2 # because only off diag effects are split in half
summary(
proj_values, features[:, interaction_sort_inds] if features is not None else None,
sort=False,
feature_names=["" for i in range(len(feature_names))],
show=False,
color_bar=False,
plot_size=None,
max_display=max_display
)
pl.xlim((slow, shigh))
pl.xlabel("")
if i == min(len(interaction_sort_inds), max_display) // 2:
pl.xlabel(labels['INTERACTION_VALUE'])
pl.title(shorten_text(feature_names[ind], title_length_limit))
pl.tight_layout(pad=0, w_pad=0, h_pad=0.0)
pl.subplots_adjust(hspace=0, wspace=0.1)
if show:
pl.show()
return
# determine how many top features we will plot
if max_display is None:
max_display = len(feature_names)
num_features = min(max_display, len(feature_names))
# iteratively merge nodes until we can cut off the smallest feature values to stay within
# num_features without breaking a cluster tree
orig_inds = [[i] for i in range(len(feature_names))]
orig_values = values.copy()
while True:
feature_order = convert_ordering(order, Explanation(np.abs(values)))
if partition_tree is not None:
# compute the leaf order if we were to show (and so have the ordering respect) the whole partition tree
clust_order = sort_inds(partition_tree, np.abs(values))
# now relax the requirement to match the parition tree ordering for connections above cluster_threshold
dist = scipy.spatial.distance.squareform(scipy.cluster.hierarchy.cophenet(partition_tree))
feature_order = get_sort_order(dist, clust_order, cluster_threshold, feature_order)
# if the last feature we can display is connected in a tree the next feature then we can't just cut
# off the feature ordering, so we need to merge some tree nodes and then try again.
if max_display < len(feature_order) and dist[feature_order[max_display-1],feature_order[max_display-2]] <= cluster_threshold:
#values, partition_tree, orig_inds = merge_nodes(values, partition_tree, orig_inds)
partition_tree, ind1, ind2 = merge_nodes(np.abs(values), partition_tree)
for i in range(len(values)):
values[:,ind1] += values[:,ind2]
values = np.delete(values, ind2, 1)
orig_inds[ind1] += orig_inds[ind2]
del orig_inds[ind2]
else:
break
else:
break
# here we build our feature names, accounting for the fact that some features might be merged together
feature_inds = feature_order[:max_display]
y_pos = np.arange(len(feature_inds), 0, -1)
feature_names_new = []
for pos,inds in enumerate(orig_inds):
if len(inds) == 1:
feature_names_new.append(feature_names[inds[0]])
elif len(inds) <= 2:
feature_names_new.append(" + ".join([feature_names[i] for i in inds]))
else:
max_ind = np.argmax(np.abs(orig_values).mean(0)[inds])
feature_names_new.append(feature_names[inds[max_ind]] + " + %d other features" % (len(inds)-1))
feature_names = feature_names_new
# see how many individual (vs. grouped at the end) features we are plotting
if num_features < len(values[0]):
num_cut = np.sum([len(orig_inds[feature_order[i]]) for i in range(num_features-1, len(values[0]))])
values[:,feature_order[num_features-1]] = np.sum([values[:,feature_order[i]] for i in range(num_features-1, len(values[0]))], 0)
# build our y-tick labels
yticklabels = [feature_names[i] for i in feature_inds]
if num_features < len(values[0]):
yticklabels[-1] = "Sum of %d other features" % num_cut
row_height = 0.4
if plot_size == "auto":
pl.gcf().set_size_inches(8, min(len(feature_order), max_display) * row_height + 1.5)
elif type(plot_size) in (list, tuple):
pl.gcf().set_size_inches(plot_size[0], plot_size[1])
elif plot_size is not None:
pl.gcf().set_size_inches(8, min(len(feature_order), max_display) * plot_size + 1.5)
pl.axvline(x=0, color="#999999", zorder=-1)
# make the beeswarm dots
for pos, i in enumerate(reversed(feature_inds)):
pl.axhline(y=pos, color="#cccccc", lw=0.5, dashes=(1, 5), zorder=-1)
shaps = values[:, i]
fvalues = None if features is None else features[:, i]
inds = np.arange(len(shaps))
np.random.shuffle(inds)
if fvalues is not None:
fvalues = fvalues[inds]
shaps = shaps[inds]
colored_feature = True
try:
if idx2cat is not None and idx2cat[i]: # check categorical feature
colored_feature = False
else:
fvalues = np.array(fvalues, dtype=np.float64) # make sure this can be numeric
except:
colored_feature = False
N = len(shaps)
# hspacing = (np.max(shaps) - np.min(shaps)) / 200
# curr_bin = []
nbins = 100
quant = np.round(nbins * (shaps - np.min(shaps)) / (np.max(shaps) - np.min(shaps) + 1e-8))
inds = np.argsort(quant + np.random.randn(N) * 1e-6)
layer = 0
last_bin = -1
ys = np.zeros(N)
for ind in inds:
if quant[ind] != last_bin:
layer = 0
ys[ind] = np.ceil(layer / 2) * ((layer % 2) * 2 - 1)
layer += 1
last_bin = quant[ind]
ys *= 0.9 * (row_height / np.max(ys + 1))
if safe_isinstance(color, "matplotlib.colors.Colormap") and features is not None and colored_feature:
# trim the color range, but prevent the color range from collapsing
vmin = np.nanpercentile(fvalues, 5)
vmax = np.nanpercentile(fvalues, 95)
if vmin == vmax:
vmin = np.nanpercentile(fvalues, 1)
vmax = np.nanpercentile(fvalues, 99)
if vmin == vmax:
vmin = np.min(fvalues)
vmax = np.max(fvalues)
if vmin > vmax: # fixes rare numerical precision issues
vmin = vmax
assert features.shape[0] == len(shaps), "Feature and SHAP matrices must have the same number of rows!"
# plot the nan fvalues in the interaction feature as grey
nan_mask = np.isnan(fvalues)
pl.scatter(shaps[nan_mask], pos + ys[nan_mask], color="#777777", vmin=vmin,
vmax=vmax, s=16, alpha=alpha, linewidth=0,
zorder=3, rasterized=len(shaps) > 500)
# plot the non-nan fvalues colored by the trimmed feature value
cvals = fvalues[np.invert(nan_mask)].astype(np.float64)
cvals_imp = cvals.copy()
cvals_imp[np.isnan(cvals)] = (vmin + vmax) / 2.0
cvals[cvals_imp > vmax] = vmax
cvals[cvals_imp < vmin] = vmin
pl.scatter(shaps[np.invert(nan_mask)], pos + ys[np.invert(nan_mask)],
cmap=color, vmin=vmin, vmax=vmax, s=16,
c=cvals, alpha=alpha, linewidth=0,
zorder=3, rasterized=len(shaps) > 500)
else:
pl.scatter(shaps, pos + ys, s=16, alpha=alpha, linewidth=0, zorder=3,
color=color if colored_feature else "#777777", rasterized=len(shaps) > 500)
# draw the color bar
if safe_isinstance(color, "matplotlib.colors.Colormap") and color_bar and features is not None:
import matplotlib.cm as cm
m = cm.ScalarMappable(cmap=color)
m.set_array([0, 1])
cb = pl.colorbar(m, ticks=[0, 1], aspect=80)
cb.set_ticklabels([labels['FEATURE_VALUE_LOW'], labels['FEATURE_VALUE_HIGH']])
cb.set_label(color_bar_label, size=12, labelpad=0)
cb.ax.tick_params(labelsize=11, length=0)
cb.set_alpha(1)
cb.outline.set_visible(False)
# bbox = cb.ax.get_window_extent().transformed(pl.gcf().dpi_scale_trans.inverted())
# cb.ax.set_aspect((bbox.height - 0.9) * 20)
# cb.draw_all()
pl.gca().xaxis.set_ticks_position('bottom')
pl.gca().yaxis.set_ticks_position('none')
pl.gca().spines['right'].set_visible(False)
pl.gca().spines['top'].set_visible(False)
pl.gca().spines['left'].set_visible(False)
pl.gca().tick_params(color=axis_color, labelcolor=axis_color)
pl.yticks(range(len(feature_inds)), reversed(yticklabels), fontsize=13)
pl.gca().tick_params('y', length=20, width=0.5, which='major')
pl.gca().tick_params('x', labelsize=11)
pl.ylim(-1, len(feature_inds))
pl.xlabel(labels['VALUE'], fontsize=13)
if show:
pl.show()
def shorten_text(text, length_limit):
if len(text) > length_limit:
return text[:length_limit - 3] + "..."
else:
return text
def is_color_map(color):
safe_isinstance(color, "matplotlib.colors.Colormap")
# TODO: remove unused title argument / use title argument
# TODO: Add support for hclustering based explanations where we sort the leaf order by magnitude and then show the dendrogram to the left
def summary_legacy(shap_values, features=None, feature_names=None, max_display=None, plot_type=None,
color=None, axis_color="#333333", title=None, alpha=1, show=True, sort=True,
color_bar=True, plot_size="auto", layered_violin_max_num_bins=20, class_names=None,
class_inds=None,
color_bar_label=labels["FEATURE_VALUE"],
cmap=colors.red_blue,
# depreciated
auto_size_plot=None,
use_log_scale=False):
"""Create a SHAP beeswarm plot, colored by feature values when they are provided.
Parameters
----------
shap_values : numpy.array
For single output explanations this is a matrix of SHAP values (# samples x # features).
For multi-output explanations this is a list of such matrices of SHAP values.
features : numpy.array or pandas.DataFrame or list
Matrix of feature values (# samples x # features) or a feature_names list as shorthand
feature_names : list
Names of the features (length # features)
max_display : int
How many top features to include in the plot (default is 20, or 7 for interaction plots)
plot_type : "dot" (default for single output), "bar" (default for multi-output), "violin",
or "compact_dot".
What type of summary plot to produce. Note that "compact_dot" is only used for
SHAP interaction values.
plot_size : "auto" (default), float, (float, float), or None
What size to make the plot. By default the size is auto-scaled based on the number of
features that are being displayed. Passing a single float will cause each row to be that
many inches high. Passing a pair of floats will scale the plot by that
number of inches. If None is passed then the size of the current figure will be left
unchanged.
"""
# support passing an explanation object
if str(type(shap_values)).endswith("Explanation'>"):
shap_exp = shap_values
base_value = shap_exp.base_values
shap_values = shap_exp.values
if features is None:
features = shap_exp.data
if feature_names is None:
feature_names = shap_exp.feature_names
# if out_names is None: # TODO: waiting for slicer support of this
# out_names = shap_exp.output_names
# deprecation warnings
if auto_size_plot is not None:
warnings.warn("auto_size_plot=False is deprecated and is now ignored! Use plot_size=None instead.")
multi_class = False
if isinstance(shap_values, list):
multi_class = True
if plot_type is None:
plot_type = "bar" # default for multi-output explanations
assert plot_type == "bar", "Only plot_type = 'bar' is supported for multi-output explanations!"
else:
if plot_type is None:
plot_type = "dot" # default for single output explanations
assert len(shap_values.shape) != 1, "Summary plots need a matrix of shap_values, not a vector."
# default color:
if color is None:
if plot_type == 'layered_violin':
color = "coolwarm"
elif multi_class:
color = lambda i: colors.red_blue_circle(i/len(shap_values))
else:
color = colors.blue_rgb
idx2cat = None
# convert from a DataFrame or other types
if str(type(features)) == "<class 'pandas.core.frame.DataFrame'>":
if feature_names is None:
feature_names = features.columns
# feature index to category flag
idx2cat = features.dtypes.astype(str).isin(["object", "category"]).tolist()
features = features.values
elif isinstance(features, list):
if feature_names is None:
feature_names = features
features = None
elif (features is not None) and len(features.shape) == 1 and feature_names is None:
feature_names = features
features = None
num_features = (shap_values[0].shape[1] if multi_class else shap_values.shape[1])
if features is not None:
shape_msg = "The shape of the shap_values matrix does not match the shape of the " \
"provided data matrix."
if num_features - 1 == features.shape[1]:
assert False, shape_msg + " Perhaps the extra column in the shap_values matrix is the " \
"constant offset? Of so just pass shap_values[:,:-1]."
else:
assert num_features == features.shape[1], shape_msg
if feature_names is None:
feature_names = np.array([labels['FEATURE'] % str(i) for i in range(num_features)])
if use_log_scale:
pl.xscale('symlog')
# plotting SHAP interaction values
if not multi_class and len(shap_values.shape) == 3:
if plot_type == "compact_dot":
new_shap_values = shap_values.reshape(shap_values.shape[0], -1)
new_features = np.tile(features, (1, 1, features.shape[1])).reshape(features.shape[0], -1)
new_feature_names = []
for c1 in feature_names:
for c2 in feature_names:
if c1 == c2:
new_feature_names.append(c1)
else:
new_feature_names.append(c1 + "* - " + c2)
return summary_legacy(
new_shap_values, new_features, new_feature_names,
max_display=max_display, plot_type="dot", color=color, axis_color=axis_color,
title=title, alpha=alpha, show=show, sort=sort,
color_bar=color_bar, plot_size=plot_size, class_names=class_names,
color_bar_label="*" + color_bar_label
)
if max_display is None:
max_display = 7
else:
max_display = min(len(feature_names), max_display)
sort_inds = np.argsort(-np.abs(shap_values.sum(1)).sum(0))
# get plotting limits
delta = 1.0 / (shap_values.shape[1] ** 2)
slow = np.nanpercentile(shap_values, delta)
shigh = np.nanpercentile(shap_values, 100 - delta)
v = max(abs(slow), abs(shigh))
slow = -v
shigh = v
pl.figure(figsize=(1.5 * max_display + 1, 0.8 * max_display + 1))
pl.subplot(1, max_display, 1)
proj_shap_values = shap_values[:, sort_inds[0], sort_inds]
proj_shap_values[:, 1:] *= 2 # because off diag effects are split in half
summary_legacy(
proj_shap_values, features[:, sort_inds] if features is not None else None,
feature_names=feature_names[sort_inds],
sort=False, show=False, color_bar=False,
plot_size=None,
max_display=max_display
)
pl.xlim((slow, shigh))
pl.xlabel("")
title_length_limit = 11
pl.title(shorten_text(feature_names[sort_inds[0]], title_length_limit))
for i in range(1, min(len(sort_inds), max_display)):
ind = sort_inds[i]
pl.subplot(1, max_display, i + 1)
proj_shap_values = shap_values[:, ind, sort_inds]
proj_shap_values *= 2
proj_shap_values[:, i] /= 2 # because only off diag effects are split in half
summary_legacy(
proj_shap_values, features[:, sort_inds] if features is not None else None,
sort=False,
feature_names=["" for i in range(len(feature_names))],
show=False,
color_bar=False,
plot_size=None,
max_display=max_display
)
pl.xlim((slow, shigh))
pl.xlabel("")
if i == min(len(sort_inds), max_display) // 2:
pl.xlabel(labels['INTERACTION_VALUE'])
pl.title(shorten_text(feature_names[ind], title_length_limit))
pl.tight_layout(pad=0, w_pad=0, h_pad=0.0)
pl.subplots_adjust(hspace=0, wspace=0.1)
if show:
pl.show()
return
if max_display is None:
max_display = 20
if sort:
# order features by the sum of their effect magnitudes
if multi_class:
feature_order = np.argsort(np.sum(np.mean(np.abs(shap_values), axis=1), axis=0))
else:
feature_order = np.argsort(np.sum(np.abs(shap_values), axis=0))
feature_order = feature_order[-min(max_display, len(feature_order)):]
else:
feature_order = np.flip(np.arange(min(max_display, num_features)), 0)
row_height = 0.4
if plot_size == "auto":
pl.gcf().set_size_inches(8, len(feature_order) * row_height + 1.5)
elif type(plot_size) in (list, tuple):
pl.gcf().set_size_inches(plot_size[0], plot_size[1])
elif plot_size is not None:
pl.gcf().set_size_inches(8, len(feature_order) * plot_size + 1.5)
pl.axvline(x=0, color="#999999", zorder=-1)
if plot_type == "dot":
for pos, i in enumerate(feature_order):
pl.axhline(y=pos, color="#cccccc", lw=0.5, dashes=(1, 5), zorder=-1)
shaps = shap_values[:, i]
values = None if features is None else features[:, i]
inds = np.arange(len(shaps))
np.random.shuffle(inds)
if values is not None:
values = values[inds]
shaps = shaps[inds]
colored_feature = True
try:
if idx2cat is not None and idx2cat[i]: # check categorical feature
colored_feature = False
else:
values = np.array(values, dtype=np.float64) # make sure this can be numeric
except:
colored_feature = False
N = len(shaps)
# hspacing = (np.max(shaps) - np.min(shaps)) / 200
# curr_bin = []
nbins = 100
quant = np.round(nbins * (shaps - np.min(shaps)) / (np.max(shaps) - np.min(shaps) + 1e-8))
inds = np.argsort(quant + np.random.randn(N) * 1e-6)
layer = 0
last_bin = -1
ys = np.zeros(N)
for ind in inds:
if quant[ind] != last_bin:
layer = 0
ys[ind] = np.ceil(layer / 2) * ((layer % 2) * 2 - 1)
layer += 1
last_bin = quant[ind]
ys *= 0.9 * (row_height / np.max(ys + 1))
if features is not None and colored_feature:
# trim the color range, but prevent the color range from collapsing
vmin = np.nanpercentile(values, 5)
vmax = np.nanpercentile(values, 95)
if vmin == vmax:
vmin = np.nanpercentile(values, 1)
vmax = np.nanpercentile(values, 99)
if vmin == vmax:
vmin = np.min(values)
vmax = np.max(values)
if vmin > vmax: # fixes rare numerical precision issues
vmin = vmax
assert features.shape[0] == len(shaps), "Feature and SHAP matrices must have the same number of rows!"
# plot the nan values in the interaction feature as grey
nan_mask = np.isnan(values)
pl.scatter(shaps[nan_mask], pos + ys[nan_mask], color="#777777", vmin=vmin,
vmax=vmax, s=16, alpha=alpha, linewidth=0,
zorder=3, rasterized=len(shaps) > 500)
# plot the non-nan values colored by the trimmed feature value
cvals = values[np.invert(nan_mask)].astype(np.float64)
cvals_imp = cvals.copy()
cvals_imp[np.isnan(cvals)] = (vmin + vmax) / 2.0
cvals[cvals_imp > vmax] = vmax
cvals[cvals_imp < vmin] = vmin
pl.scatter(shaps[np.invert(nan_mask)], pos + ys[np.invert(nan_mask)],
cmap=cmap, vmin=vmin, vmax=vmax, s=16,
c=cvals, alpha=alpha, linewidth=0,
zorder=3, rasterized=len(shaps) > 500)
else:
pl.scatter(shaps, pos + ys, s=16, alpha=alpha, linewidth=0, zorder=3,
color=color if colored_feature else "#777777", rasterized=len(shaps) > 500)
elif plot_type == "violin":
for pos, i in enumerate(feature_order):
pl.axhline(y=pos, color="#cccccc", lw=0.5, dashes=(1, 5), zorder=-1)
if features is not None:
global_low = np.nanpercentile(shap_values[:, :len(feature_names)].flatten(), 1)
global_high = np.nanpercentile(shap_values[:, :len(feature_names)].flatten(), 99)
for pos, i in enumerate(feature_order):
shaps = shap_values[:, i]
shap_min, shap_max = np.min(shaps), np.max(shaps)
rng = shap_max - shap_min
xs = np.linspace(np.min(shaps) - rng * 0.2, np.max(shaps) + rng * 0.2, 100)
if np.std(shaps) < (global_high - global_low) / 100:
ds = gaussian_kde(shaps + np.random.randn(len(shaps)) * (global_high - global_low) / 100)(xs)
else:
ds = gaussian_kde(shaps)(xs)
ds /= np.max(ds) * 3
values = features[:, i]
window_size = max(10, len(values) // 20)
smooth_values = np.zeros(len(xs) - 1)
sort_inds = np.argsort(shaps)
trailing_pos = 0
leading_pos = 0
running_sum = 0
back_fill = 0
for j in range(len(xs) - 1):
while leading_pos < len(shaps) and xs[j] >= shaps[sort_inds[leading_pos]]:
running_sum += values[sort_inds[leading_pos]]
leading_pos += 1
if leading_pos - trailing_pos > 20:
running_sum -= values[sort_inds[trailing_pos]]
trailing_pos += 1
if leading_pos - trailing_pos > 0:
smooth_values[j] = running_sum / (leading_pos - trailing_pos)
for k in range(back_fill):
smooth_values[j - k - 1] = smooth_values[j]
else:
back_fill += 1
vmin = np.nanpercentile(values, 5)
vmax = np.nanpercentile(values, 95)
if vmin == vmax:
vmin = np.nanpercentile(values, 1)
vmax = np.nanpercentile(values, 99)
if vmin == vmax:
vmin = np.min(values)
vmax = np.max(values)
# plot the nan values in the interaction feature as grey
nan_mask = np.isnan(values)
pl.scatter(shaps[nan_mask], np.ones(shap_values[nan_mask].shape[0]) * pos,
color="#777777", vmin=vmin, vmax=vmax, s=9,
alpha=alpha, linewidth=0, zorder=1)
# plot the non-nan values colored by the trimmed feature value
cvals = values[np.invert(nan_mask)].astype(np.float64)
cvals_imp = cvals.copy()
cvals_imp[np.isnan(cvals)] = (vmin + vmax) / 2.0
cvals[cvals_imp > vmax] = vmax
cvals[cvals_imp < vmin] = vmin
pl.scatter(shaps[np.invert(nan_mask)], np.ones(shap_values[np.invert(nan_mask)].shape[0]) * pos,
cmap=cmap, vmin=vmin, vmax=vmax, s=9,
c=cvals, alpha=alpha, linewidth=0, zorder=1)
# smooth_values -= nxp.nanpercentile(smooth_values, 5)
# smooth_values /= np.nanpercentile(smooth_values, 95)
smooth_values -= vmin
if vmax - vmin > 0:
smooth_values /= vmax - vmin
for i in range(len(xs) - 1):
if ds[i] > 0.05 or ds[i + 1] > 0.05:
pl.fill_between([xs[i], xs[i + 1]], [pos + ds[i], pos + ds[i + 1]],
[pos - ds[i], pos - ds[i + 1]], color=colors.red_blue_no_bounds(smooth_values[i]),
zorder=2)
else:
parts = pl.violinplot(shap_values[:, feature_order], range(len(feature_order)), points=200, vert=False,
widths=0.7,
showmeans=False, showextrema=False, showmedians=False)
for pc in parts['bodies']:
pc.set_facecolor(color)
pc.set_edgecolor('none')
pc.set_alpha(alpha)
elif plot_type == "layered_violin": # courtesy of @kodonnell
num_x_points = 200
bins = np.linspace(0, features.shape[0], layered_violin_max_num_bins + 1).round(0).astype(
'int') # the indices of the feature data corresponding to each bin
shap_min, shap_max = np.min(shap_values), np.max(shap_values)
x_points = np.linspace(shap_min, shap_max, num_x_points)
# loop through each feature and plot:
for pos, ind in enumerate(feature_order):
# decide how to handle: if #unique < layered_violin_max_num_bins then split by unique value, otherwise use bins/percentiles.
# to keep simpler code, in the case of uniques, we just adjust the bins to align with the unique counts.
feature = features[:, ind]
unique, counts = np.unique(feature, return_counts=True)
if unique.shape[0] <= layered_violin_max_num_bins:
order = np.argsort(unique)
thesebins = np.cumsum(counts[order])
thesebins = np.insert(thesebins, 0, 0)
else:
thesebins = bins
nbins = thesebins.shape[0] - 1
# order the feature data so we can apply percentiling
order = np.argsort(feature)
# x axis is located at y0 = pos, with pos being there for offset
y0 = np.ones(num_x_points) * pos
# calculate kdes:
ys = np.zeros((nbins, num_x_points))
for i in range(nbins):
# get shap values in this bin:
shaps = shap_values[order[thesebins[i]:thesebins[i + 1]], ind]
# if there's only one element, then we can't
if shaps.shape[0] == 1:
warnings.warn(
"not enough data in bin #%d for feature %s, so it'll be ignored. Try increasing the number of records to plot."
% (i, feature_names[ind]))
# to ignore it, just set it to the previous y-values (so the area between them will be zero). Not ys is already 0, so there's
# nothing to do if i == 0
if i > 0:
ys[i, :] = ys[i - 1, :]
continue
# save kde of them: note that we add a tiny bit of gaussian noise to avoid singular matrix errors
ys[i, :] = gaussian_kde(shaps + np.random.normal(loc=0, scale=0.001, size=shaps.shape[0]))(x_points)
# scale it up so that the 'size' of each y represents the size of the bin. For continuous data this will
# do nothing, but when we've gone with the unqique option, this will matter - e.g. if 99% are male and 1%
# female, we want the 1% to appear a lot smaller.
size = thesebins[i + 1] - thesebins[i]
bin_size_if_even = features.shape[0] / nbins
relative_bin_size = size / bin_size_if_even
ys[i, :] *= relative_bin_size
# now plot 'em. We don't plot the individual strips, as this can leave whitespace between them.
# instead, we plot the full kde, then remove outer strip and plot over it, etc., to ensure no
# whitespace
ys = np.cumsum(ys, axis=0)
width = 0.8
scale = ys.max() * 2 / width # 2 is here as we plot both sides of x axis
for i in range(nbins - 1, -1, -1):
y = ys[i, :] / scale
c = pl.get_cmap(color)(i / (
nbins - 1)) if color in pl.cm.datad else color # if color is a cmap, use it, otherwise use a color
pl.fill_between(x_points, pos - y, pos + y, facecolor=c)
pl.xlim(shap_min, shap_max)
elif not multi_class and plot_type == "bar":
feature_inds = feature_order[:max_display]
y_pos = np.arange(len(feature_inds))
global_shap_values = np.abs(shap_values).mean(0)
pl.barh(y_pos, global_shap_values[feature_inds], 0.7, align='center', color=color)
pl.yticks(y_pos, fontsize=13)
pl.gca().set_yticklabels([feature_names[i] for i in feature_inds])
elif multi_class and plot_type == "bar":
if class_names is None:
class_names = ["Class "+str(i) for i in range(len(shap_values))]
feature_inds = feature_order[:max_display]
y_pos = np.arange(len(feature_inds))
left_pos = np.zeros(len(feature_inds))
if class_inds is None:
class_inds = np.argsort([-np.abs(shap_values[i]).mean() for i in range(len(shap_values))])
elif class_inds == "original":
class_inds = range(len(shap_values))
for i, ind in enumerate(class_inds):
global_shap_values = np.abs(shap_values[ind]).mean(0)
pl.barh(
y_pos, global_shap_values[feature_inds], 0.7, left=left_pos, align='center',
color=color(i), label=class_names[ind]
)
left_pos += global_shap_values[feature_inds]
pl.yticks(y_pos, fontsize=13)
pl.gca().set_yticklabels([feature_names[i] for i in feature_inds])
pl.legend(frameon=False, fontsize=12)
# draw the color bar
if color_bar and features is not None and plot_type != "bar" and \
(plot_type != "layered_violin" or color in pl.cm.datad):
import matplotlib.cm as cm
m = cm.ScalarMappable(cmap=cmap if plot_type != "layered_violin" else pl.get_cmap(color))
m.set_array([0, 1])
cb = pl.colorbar(m, ticks=[0, 1], aspect=80)
cb.set_ticklabels([labels['FEATURE_VALUE_LOW'], labels['FEATURE_VALUE_HIGH']])
cb.set_label(color_bar_label, size=12, labelpad=0)
cb.ax.tick_params(labelsize=11, length=0)
cb.set_alpha(1)
cb.outline.set_visible(False)
# bbox = cb.ax.get_window_extent().transformed(pl.gcf().dpi_scale_trans.inverted())
# cb.ax.set_aspect((bbox.height - 0.9) * 20)
# cb.draw_all()
pl.gca().xaxis.set_ticks_position('bottom')
pl.gca().yaxis.set_ticks_position('none')
pl.gca().spines['right'].set_visible(False)
pl.gca().spines['top'].set_visible(False)
pl.gca().spines['left'].set_visible(False)
pl.gca().tick_params(color=axis_color, labelcolor=axis_color)
pl.yticks(range(len(feature_order)), [feature_names[i] for i in feature_order], fontsize=13)
if plot_type != "bar":
pl.gca().tick_params('y', length=20, width=0.5, which='major')
pl.gca().tick_params('x', labelsize=11)
pl.ylim(-1, len(feature_order))
if plot_type == "bar":
pl.xlabel(labels['GLOBAL_VALUE'], fontsize=13)
else:
pl.xlabel(labels['VALUE'], fontsize=13)
pl.tight_layout()
if show:
pl.show()