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Add SHAP calculation to GBT regression #1399

Merged
merged 64 commits into from
Oct 27, 2023
Merged

Add SHAP calculation to GBT regression #1399

merged 64 commits into from
Oct 27, 2023

Commits on Oct 26, 2023

  1. rename gbt_convertors.pyx -> *.py

    @ahuber21
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  2. use dataclasses for Node

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  3. isort/black

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  4. refactor get_gbt_model_from_xgboost() with improved Node classes

    @ahuber21
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  5. refactor: put new NodeList and related classes in module namespace

    @ahuber21
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  6. add cover to gbt regression nodes

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  7. simplify xgboost tree parser

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  8. Refactor gbt model parser for speed and add tests

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  9. feat: provide pred_contribs/pred_interactions kwargs in GBT _predict_… 

    …regression
    @ahuber21
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  10. re-enable mb tests

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  11. Return pred_interactions in correct shape

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  12. clean up inference APIs and versioning

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  13. Fix SHAP interaction output shape

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  14. align tree clf/reg APIs

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  15. update copyright

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  16. fix: remove loading xgb only for a type hint

    @ahuber21
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  17. Update LightGBM Model Builder for TreeView

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  18. chore: rename model builders test file and remove ancient version check

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  19. Start cleaning up model builder tests, fix some failing tests

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  20. Add exhaustive model builder testing

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  21. chore: merge test_xgboost_mb.py and test_model_builders.py

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  22. fix: support XGBoost models trained with early stopping

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  23. refactor: simplify early stopping test case

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  24. fix: add SHAP to requirements-test

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  25. chore: update oneDAL version for _gbt_inference_api_versision 2

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  26. Add GBT model builder API version descriptions

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  27. Fix typo in pred_interactions test

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  28. fix: remove local backup file

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  29. fix: remove local backup file

    @ahuber21
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  30. Start work on fixing LightGBM model builder test cases

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  31. Properly use XGBoost's base_score parameter

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  32. fix: parse enums declared with bit shifting

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  33. refactor: SHAP prediction replace boolean parameters with DAAL_UINT64… 

    … flag
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  34. chore: fix typos and add another classification test

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  35. feat: add more tests for LightGBM models

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  36. fix LightGBM model conversion

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  37. feat: provide XGBoost SHAP example

    @ahuber21
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  38. clean imports

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  39. Include SHAP description

    @ahuber21
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  40. typos

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  41. chore: move model builder examples to dedicated directory

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  42. rename model_builders -> mb

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  43. Apply suggestions from code review 

    Co-authored-by: Alexandra <alexandra.epanchinzeva@intel.com>
    @ahuber21 @aepanchi
    ahuber21 and aepanchi committed Oct 26, 2023
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  44. add reg/clf leaf node wrappers for backwards compatibility

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  45. fix: model retrieve API

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  46. chore: remove requirements-test-optional.txt

    @ahuber21
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  47. Update CODEOWNERS after removing requirements-test-optional.txt

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  48. fix: add new mb path to test_examples sys.path

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  49. feat: add xgboost_shap example to testing for 2024.0.1

    @ahuber21
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  50. fix: add shap to test requirements

    @ahuber21
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  51. Skip SHAP checks for older versions

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  52. fixup: skip shap tests if *not* daal_check_version(...)

    @ahuber21
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  53. Let main() accept args and kwargs

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  54. fix: only request resultsToCompute with compatible versions

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  55. fixup: better error reporting

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  56. use pytest for main()

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  57. fix: use unittest.skipIf

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  58. fix: typo 2023 -> 2024

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  59. Drop 3.12 requirement 

    Co-authored-by: Nikolay Petrov <nikolay.a.petrov@intel.com>
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    ahuber21 and napetrov authored Oct 26, 2023
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  60. cleanup after rebase

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  61. Skip SHAP install & tests on 3.12

    @ahuber21
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  62. Install catboost on all python versions

    @ahuber21
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  63. Skip catboost install & tests on 3.12

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Commits on Oct 27, 2023

  1. chore: add fixmes for catboost and shap support on 3.12

    @ahuber21
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