koalaverse/vip

Add Shapley-based importance

bgreenwell opened this issue · 3 comments

bgreenwell commented

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.

bradleyboehmke commented

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).

bgreenwell commented

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.

bgreenwell commented

TODO:

  • - Add initial support.
  • - Update vignettes for website.
  • - Update R Journal article.