Initialize

This function creates an object of class "shapviz" from a matrix of SHAP values, or from a fitted model of type

XGBoost,
LightGBM, or
H2O (tree-based regression or binary classification model).

Furthermore, shapviz() can digest the results of

fastshap::explain(),
shapr::explain(),
treeshap::treeshap(),
DALEX::predict_parts(),
kernelshap::kernelshap(), and
kernelshap::permshap(),

check the vignettes for examples.

shapviz(object, ...)

# S3 method for default
shapviz(object, ...)

# S3 method for matrix
shapviz(object, X, baseline = 0, collapse = NULL, S_inter = NULL, ...)

# S3 method for xgb.Booster
shapviz(
  object,
  X_pred,
  X = X_pred,
  which_class = NULL,
  collapse = NULL,
  interactions = FALSE,
  ...
)

# S3 method for lgb.Booster
shapviz(object, X_pred, X = X_pred, which_class = NULL, collapse = NULL, ...)

# S3 method for explain
shapviz(object, X = NULL, baseline = NULL, collapse = NULL, ...)

# S3 method for treeshap
shapviz(
  object,
  X = object[["observations"]],
  baseline = 0,
  collapse = NULL,
  ...
)

# S3 method for predict_parts
shapviz(object, ...)

# S3 method for shapr
shapviz(object, X = object[["x_test"]], collapse = NULL, ...)

# S3 method for kernelshap
shapviz(object, X = object[["X"]], which_class = NULL, collapse = NULL, ...)

# S3 method for permshap
shapviz(object, X = object[["X"]], which_class = NULL, collapse = NULL, ...)

# S3 method for H2ORegressionModel
shapviz(object, X_pred, X = as.data.frame(X_pred), collapse = NULL, ...)

# S3 method for H2OBinomialModel
shapviz(object, X_pred, X = as.data.frame(X_pred), collapse = NULL, ...)

# S3 method for H2OModel
shapviz(object, X_pred, X = as.data.frame(X_pred), collapse = NULL, ...)

Arguments

object: For XGBoost, LightGBM, and H2O, this is the fitted model used to calculate SHAP values from X_pred. In the other cases, it is the object containing the SHAP values.
...: Parameters passed to other methods (currently only used by the predict() functions of XGBoost, LightGBM, and H2O).
X: Matrix or data.frame of feature values used for visualization. Must contain at least the same column names as the SHAP matrix represented by object/X_pred (after optionally collapsing some of the SHAP columns).
baseline: Optional baseline value, representing the average response at the scale of the SHAP values. It will be used for plot methods that explain single predictions.
collapse: A named list of character vectors. Each vector specifies the feature names whose SHAP values need to be summed up. The names determine the resulting collapsed column/dimension names.
S_inter: Optional 3D array of SHAP interaction values. If object has shape n x p, then S_inter needs to be of shape n x p x p. Summation over the second (or third) dimension should yield the usual SHAP values. Furthermore, dimensions 2 and 3 are expected to be symmetric. Default is NULL.
X_pred: Data set as expected by the predict() function of XGBoost, LightGBM, or H2O. For XGBoost, a matrix or xgb.DMatrix, for LightGBM a matrix, and for H2O a data.frame or an H2OFrame. Only used for XGBoost, LightGBM, or H2O objects.
which_class: In case of a multiclass or multioutput setting, which class/output (>= 1) to explain. Currently relevant for XGBoost, LightGBM, kernelshap, and permshap.
interactions: Should SHAP interactions be calculated (default is FALSE)? Only available for XGBoost.

Value

An object of class "shapviz" with the following elements:

S: Numeric matrix of SHAP values.
X: data.frame containing the feature values corresponding to S.
baseline: Baseline value, representing the average prediction at the scale of the SHAP values.
S_inter: Numeric array of SHAP interaction values (or NULL).

Details

Together with the main input, a data set X of feature values is required, used only for visualization. It can therefore contain character or factor variables, even if the SHAP values were calculated from a purely numerical feature matrix. In addition, to improve visualization, it can sometimes be useful to truncate gross outliers, logarithmize certain columns, or replace missing values with an explicit value.

SHAP values of dummy variables can be combined using the convenient collapse argument. Multi-output models created from XGBoost, LightGBM, "kernelshap", or "permshap" return a "mshapviz" object, containing a "shapviz" object per output.

Methods (by class)

shapviz(default): Default method to initialize a "shapviz" object.
shapviz(matrix): Creates a "shapviz" object from a matrix of SHAP values.
shapviz(xgb.Booster): Creates a "shapviz" object from an XGBoost model.
shapviz(lgb.Booster): Creates a "shapviz" object from a LightGBM model.
shapviz(explain): Creates a "shapviz" object from fastshap::explain().
shapviz(treeshap): Creates a "shapviz" object from treeshap::treeshap().
shapviz(predict_parts): Creates a "shapviz" object from DALEX::predict_parts().
shapviz(shapr): Creates a "shapviz" object from shapr::explain().
shapviz(kernelshap): Creates a "shapviz" object from kernelshap::kernelshap().
shapviz(permshap): Creates a "shapviz" object from kernelshap::permshap().
shapviz(H2ORegressionModel): Creates a "shapviz" object from a (tree-based) H2O regression model.
shapviz(H2OBinomialModel): Creates a "shapviz" object from a (tree-based) H2O binary classification model.
shapviz(H2OModel): Creates a "shapviz" object from a (tree-based) H2O model (base class).

Examples

S <- matrix(c(1, -1, -1, 1), ncol = 2, dimnames = list(NULL, c("x", "y")))
X <- data.frame(x = c("a", "b"), y = c(100, 10))
shapviz(S, X, baseline = 4)
#> 'shapviz' object representing 2 x 2 SHAP matrix. Top lines:
#> 
#>       x  y
#> [1,]  1 -1
#> [2,] -1  1
# XGBoost models
X_pred <- data.matrix(iris[, -1])
dtrain <- xgboost::xgb.DMatrix(X_pred, label = iris[, 1], nthread = 1)
fit <- xgboost::xgb.train(data = dtrain, nrounds = 10, nthread = 1)

# Will use numeric matrix "X_pred" as feature matrix
x <- shapviz(fit, X_pred = X_pred)
x
#> 'shapviz' object representing 150 x 4 SHAP matrix. Top lines:
#> 
#>      Sepal.Width Petal.Length Petal.Width     Species
#> [1,]  0.05504481   -0.7191185  -0.0629074 0.004168344
#> [2,] -0.13272415   -0.7881535  -0.1101536 0.006157321
sv_dependence(x, "Species")


# Will use original values as feature matrix
x <- shapviz(fit, X_pred = X_pred, X = iris)
sv_dependence(x, "Species")


# "X_pred" can also be passed as xgb.DMatrix, but only if X is passed as well!
x <- shapviz(fit, X_pred = dtrain, X = iris)

# Multiclass setting
params <- list(objective = "multi:softprob", num_class = 3)
X_pred <- data.matrix(iris[, -5])
dtrain <- xgboost::xgb.DMatrix(
  X_pred, label = as.integer(iris[, 5]) - 1, nthread = 1
)
fit <- xgboost::xgb.train(params = params, data = dtrain, nrounds = 10, nthread = 1)

# Select specific class
x <- shapviz(fit, X_pred = X_pred, which_class = 3)
x
#> 'shapviz' object representing 150 x 4 SHAP matrix. Top lines:
#> 
#>      Sepal.Length Sepal.Width Petal.Length Petal.Width
#> [1,]  -0.02178742           0     -1.14285  -0.4735336
#> [2,]  -0.02178742           0     -1.14285  -0.4735336

# Or combine all classes to "mshapviz" object
x <- shapviz(fit, X_pred = X_pred)
x
#> 'mshapviz' object representing 3 'shapviz' objects:
#>    'Class_1': 150 x 4 SHAP matrix
#>    'Class_2': 150 x 4 SHAP matrix
#>    'Class_3': 150 x 4 SHAP matrix

# What if we would have one-hot-encoded values and want to explain the original column?
X_pred <- stats::model.matrix(~ . -1, iris[, -1])
dtrain <- xgboost::xgb.DMatrix(X_pred, label = as.integer(iris[, 1]), nthread = 1)
fit <- xgboost::xgb.train(data = dtrain, nrounds = 10, nthread = 1)
x <- shapviz(
  fit,
  X_pred = X_pred,
  X = iris,
  collapse = list(Species = c("Speciessetosa", "Speciesversicolor", "Speciesvirginica"))
)
summary(x)
#> 'shapviz' object representing 
#>   - SHAP matrix of dimension 150 x 4 
#>   - feature data.frame of dimension 150 x 4 
#>   - baseline value of 5.219078
#> 
#> SHAP values of first 2 observations:
#>      Sepal.Width Petal.Length Petal.Width     Species
#> [1,]   0.2483077   -0.5881364 -0.06978062 -0.02456470
#> [2,]  -0.2360498   -0.7144780 -0.20988548 -0.05386889
#> 
#>  Corresponding feature values:
#>   Sepal.Width Petal.Length Petal.Width Species
#> 1         3.5          1.4         0.2  setosa
#> 2         3.0          1.4         0.2  setosa
#> 

# Similarly with LightGBM
if (requireNamespace("lightgbm", quietly = TRUE)) {
  fit <- lightgbm::lgb.train(
    params = list(objective = "regression", num_thread = 1),
    data = lightgbm::lgb.Dataset(X_pred, label = iris[, 1]),
    nrounds = 10,
    verbose = -2
  )

  x <- shapviz(fit, X_pred = X_pred)
  x

  # Multiclass
  params <- list(objective = "multiclass", num_class = 3, num_thread = 1)
  X_pred <- data.matrix(iris[, -5])
  dtrain <- lightgbm::lgb.Dataset(X_pred, label = as.integer(iris[, 5]) - 1)
  fit <- lightgbm::lgb.train(params = params, data = dtrain, nrounds = 10)

  # Select specific class
  x <- shapviz(fit, X_pred = X_pred, which_class = 3)
  x

  # Or combine all classes to a "mshapviz" object
  mx <- shapviz(fit, X_pred = X_pred)
  mx
  all.equal(mx[[3]], x)
}
#> [LightGBM] [Info] Auto-choosing col-wise multi-threading, the overhead of testing was 0.000019 seconds.
#> You can set `force_col_wise=true` to remove the overhead.
#> [LightGBM] [Info] Total Bins 98
#> [LightGBM] [Info] Number of data points in the train set: 150, number of used features: 4
#> [LightGBM] [Info] Start training from score -1.098612
#> [LightGBM] [Info] Start training from score -1.098612
#> [LightGBM] [Info] Start training from score -1.098612
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [LightGBM] [Warning] No further splits with positive gain, best gain: -inf
#> [1] TRUE

Initialize "shapviz" Object

Arguments

Value

Details

Methods (by class)

See also

Examples