Crash when using ShapExplainer wtih RegressionModel and static covariates

[vsantosu]

Describe the bug

When using:

series = series.with_static_covariates(static_covariates)

and shap_explain = ShapExplainer(model)

I get the following error:

Traceback (most recent call last):
  File "models/train_forecast_model.py", line 276, in <module>
    train_model()
  File "models/train_forecast_model.py", line 176, in train_model
    shap_explain = ShapExplainer(model)
  File "/home/user/.virtualenvs/myenv/lib/python3.8/site-packages/darts/explainability/shap_explainer.py", line 173, in __init__
    self.explainers = _RegressionShapExplainers(
  File "/home/user/.virtualenvs/myenv/lib/python3.8/site-packages/darts/explainability/shap_explainer.py", line 557, in __init__
    self.explainers = self._build_explainer_sklearn(
  File "/home/user/.virtualenvs/myenv/lib/python3.8/site-packages/darts/explainability/shap_explainer.py", line 661, in _build_explainer_sklearn
    explainer = shap.LinearExplainer(model_sklearn, background_X, **kwargs)
  File "/home/user/.virtualenvs/myenv/lib/python3.8/site-packages/shap/explainers/_linear.py", line 148, in __init__
    self.expected_value = np.dot(self.coef, self.mean) + self.intercept
  File "<__array_function__ internals>", line 5, in dot
ValueError: shapes (809,) and (21,) not aligned: 809 (dim 0) != 21 (dim 0)

This does not happen when NOT using static covariates...

Expected behavior
It supposed to show the plot as usual.

System (please complete the following information):

• Python version: python3.8
• darts version 0.24.0

Additional context
I'm also using past covariates and ShapExplainer works well with those, the error happens when I add the static covariates.

[dennisbader]

Hi @vsantosu, and thanks for writing. Yes, ShapExplainer currently doesn't support static covariates. We're working on this in #1732.

[vsantosu]

Thanks so much @dennisbader !! Great work btw! this is a very powerful project.

[dennisbader]

Thanks @vsantosu, that's great to hear :)

[madtoinou]

Fixed by #1803, which will be part of the next release.