Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Feature: computation of SHAP at different time points for survival data with {ranger} #26

Merged
merged 8 commits into from
May 11, 2023

Conversation

kapsner
Copy link
Contributor

@kapsner kapsner commented Apr 24, 2023

This PR adds a feature to {treeshap} that allows computing SHAP values at different survival time points for {ranger}.

Therefore, the previously added API ranger_surv.unify () was reworked and now has the argument type to distinguish between the computation of "risk" and "survival" SHAP values.

The API was further refactored and the method ranger_surv.common() now includes code relevant for both computations.

Unit tests have been added as well. With respect to this some deviations have been noted between unified and original predictions which are yet unexplained (see #24).

It is planned to make use of this feature in the {survex} R package (see ModelOriented/survex#75).

@pbiecek
Copy link
Member

pbiecek commented May 11, 2023

thank you!

@pbiecek pbiecek merged commit 9b02f00 into ModelOriented:master May 11, 2023
@kapsner
Copy link
Contributor Author

kapsner commented May 12, 2023

Thanks @pbiecek .

were you able to find out, why the unified and the original predictions deviate so much for this implementation (see also #24 )?

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants