Add SHAP calculation to GBT regression

[ahuber21]

Pendant to oneapi-src/oneDAL#2460. This PR enables to new SHAP value functionality in scikit-learn-intelex.

The API is going to be similar to XGBoosts predict() method

xgb_model = xgb.XGBRegressor(max_depth=6, n_estimators=100, random_state=3)
xgb_model.fit(X_train, y_train)
booster = xgb_model.get_booster()

d4p_model = daal4py.mb.convert_model(booster)
d4p_model.predict(X_test, pred_contributions=True)  # new: pred_contributions
d4p_model.predict(X_test, pred_interactions=True)  # new: pred_interactions

[ahuber21]

http://intel-ci.intel.com/ee674475-2b8f-f13d-9e94-a4bf010d0e2e

[ahuber21]

Updated CI
http://intel-ci.intel.com/ee691f19-524a-f1d7-8419-a4bf010d0e2e

[napetrov]

i would also add example and documentation explaining new API

[ahuber21]

i would also add example and documentation explaining new API

Added examples/daal4py/model_builders_xgboost_shap.py - where should I add the documentation?

[napetrov]

i would also add example and documentation explaining new API

Added examples/daal4py/model_builders_xgboost_shap.py - where should I add the documentation?

https://github.com/intel/scikit-learn-intelex/blob/2c4dbb0593cbf3e5eff55a10cbc5fed1685b1505/doc/daal4py/model-builders.rst

[ahuber21]

@napetrov done - updated the RST

[napetrov]

i would also add example and documentation explaining new API

Added examples/daal4py/model_builders_xgboost_shap.py - where should I add the documentation?

Should we consider adding MB examples to separate directory? at same level as scikit/daal4py? @razdoburdin - might be you can share thoughts as well

The problem with keeping in daal4py examples is that it's hard to find, while in case of modelbuilders separate folder we can put all MB related examples in same place.

I think that majority of users are not overlapping between MB use and daal4py use

[razdoburdin]

Should we consider adding MB examples to separate directory? at same level as scikit/daal4py? @razdoburdin - might be you can share thoughts as well

That is a good idea. In my mind the structure of examples should reproduce the structure of the python imports. Currently we are not close to this structure. But if we want to move in this direction, we should place all the model builders related examples in examples/daal4py/mb folder.

[ahuber21]

@napetrov @razdoburdin I have created the model_builders subdirectory. Did I catch all the examples?

[razdoburdin]

@napetrov @razdoburdin I have created the model_builders subdirectory. Did I catch all the examples?

Yes, they are all in place.
But I think we should move the subdirectory inside daal4py. @ahuber21 @napetrov, how do you think?

[napetrov]

model_builders

i would keep at same level as daal4py/scikit . Although technically this is part of daal4py but from usage scenario it ether of those.

The only question is this should be model_builders but ether "Model builders" or MB? The point - there is no places there we have model_builders format used.

[ahuber21]

Don't have a strong opinion here @napetrov. Do you want me to rename the directory to mb?

[napetrov]

Don't have a strong opinion here @napetrov. Do you want me to rename the directory to mb?

I'm not sure on corrects one - but version with underline doesn't match other usages. mb would be consistent with module name