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GPUTreeShap #6038
GPUTreeShap #6038
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Codecov Report
@@ Coverage Diff @@
## master #6038 +/- ##
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Coverage 79.10% 79.10%
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Files 12 12
Lines 3044 3044
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Hits 2408 2408
Misses 636 636
Continue to review full report at Codecov.
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Any chance you can write a demo in XGBoost? I know we can look into treeshap repository, but it would be nice to have one here that we can run in CI. |
I didn't trace each line out, but this looks good to me. My one comment is that with deep trees you can sometimes get numerical stability issues (like >50). It looks like the GPU is using the same precision as the CPU, but if it ever uses lower precision for the weights in the alg. that is something to watch out for. |
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LGTM. See minor comments.
Initial GPU acceleration for shap values.
The following shows around 14x speed up with a 1080Ti vs AMD Ryzen 7, 8 core.