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add shap value features on each estimator (depends on master branch of shap) #336

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merged 23 commits into from
Dec 25, 2020
Merged

add shap value features on each estimator (depends on master branch of shap) #336

merged 23 commits into from
Dec 25, 2020

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heimengqi
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  • add shap_values method on each of our estimators except for OrthoIV classes, which plan to add after we have a more complete version of subclasses
  • Currently this PR depends on the master branch of shap package, not the released version
  • Fix the comparison table

@heimengqi heimengqi marked this pull request as ready for review December 8, 2020 22:05
kbattocchi
kbattocchi requested changes Dec 10, 2020
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Mostly looks good, but I added some feedback.

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@heimengqi heimengqi force-pushed the mehei/shapvalue branch 2 times, most recently from 3a54299 to 86a4283 Compare December 18, 2020 19:34
@kbattocchi kbattocchi force-pushed the mehei/shapvalue branch 3 times, most recently from 1afe249 to d0dcc13 Compare December 19, 2020 15:54
vsyrgkanis
vsyrgkanis requested changes Dec 20, 2020
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Another general request: I think we should have a Explain Cate with SHAP.ipynb notebook that portrays all the functionality with SHAP. It seems important. But we could also do this post-release and prioritize all the other changes requested.

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vsyrgkanis
vsyrgkanis reviewed Dec 22, 2020
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vsyrgkanis reviewed Dec 22, 2020
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vsyrgkanis reviewed Dec 23, 2020
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vsyrgkanis reviewed Dec 23, 2020
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vsyrgkanis
vsyrgkanis approved these changes Dec 25, 2020
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All comments have been addressed!

@vsyrgkanis vsyrgkanis merged commit 3df959d into master Dec 25, 2020
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@kbattocchi kbattocchi kbattocchi approved these changes

@vsyrgkanis vsyrgkanis vsyrgkanis approved these changes

@moprescu moprescu Awaiting requested review from moprescu

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@heimengqi @kbattocchi @vsyrgkanis @vasilismsr