ENH: Integrate Fasttreeshap speedup into SHAP
ReinierKoops opened this issue · 2 comments
ReinierKoops commented
Problem Description
Currently, any (significant) speedup for SHAP I'd say is a big win since running the calculations can take quite long. In the case of Tree Explainers there is a package which provides some performance optimizations: https://github.com/linkedin/FastTreeSHAP , however, this package is not up to date with the latest SHAP (which has many bugfixes and so is preferable to be used).
Is it feasible to integrate the speedups into SHAP, so I will make a PR.
Alternative Solutions
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Additional Context
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Feature request checklist
- I have checked the issue tracker for duplicate issues.
- I'd be interested in making a PR to implement this feature
alexisdrakopoulos commented
+1 on this, we saw a 15 - 20x speedup on some 20hr+ long workloads with our boosted models and larger datasets.
ReinierKoops commented
The license of the fasttreeshap repo is different from SHAP. I will close this and try update fasttreeshap repo.