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Add SHAP calculation to GBT regression #2460

Merged
merged 50 commits into from
Oct 27, 2023
Merged

Add SHAP calculation to GBT regression #2460

merged 50 commits into from
Oct 27, 2023

Commits on Oct 10, 2023

  1. WIP: Add SHAP contributions and interactions 

    add weights to GbtDecisionTree

Include TreeShap recursion steps

fix buffer overflow in memcpy

Add cover to GbtDecisionTree from model builder

fix some index offsets, correct results for trees up to depth=5

fix: nodeIsDummyLeaf is supposed to check left child

remove some debug statements

chore: apply oneDAL code style

predictContribution wrapper with template dispatching

increase speed by reducing number of cache misses

use thread-local result accessor

backup commit with 13% speedup wrt xgboost

add preShapContributions/predShapInteractions as function parameter

Revert "introduce pred_contribs and pred_interactions SHAP options"

This reverts commit 483aa5b.

remove some debug content

reset env_detect.cpp to origin/master

remove std::vector<float> test by introducing thread-local NumericTable

Move treeshap into separate translation unit - caution: treeShap undefined in libonedal

builds but segfaults

Fix function arguments

respect predShapContributions and predShapInteractions options and check for legal combinations

tmp: work on pred_interactions
    @ahuber21
    ahuber21 committed Oct 10, 2023
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  2. no more segfaults

    @ahuber21
    ahuber21 committed Oct 10, 2023
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  3. fix pred_interactions

    @ahuber21
    ahuber21 committed Oct 10, 2023
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  4. add fast treeshap v1

    @ahuber21
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  5. Add combinationSum calculation for Fast TreeSHAP v2

    @ahuber21
    ahuber21 committed Oct 10, 2023
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  6. daal_calloc -> daal_malloc

    @ahuber21
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  7. support shap contribution calculation with Fast TreeSHAP v2

    @ahuber21
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  8. Consistently add cover to daaal APIs, add output parameters to end of… 

    … function arguments
    @ahuber21
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  9. align tree cfl/reg APIs

    @ahuber21
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  10. restore .gitignore from master

    @ahuber21
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  11. cleanup for review

    @ahuber21
    ahuber21 committed Oct 10, 2023
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  12. add newline

    @ahuber21
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  13. remove defaultLeft value that's not needed

    @ahuber21
    ahuber21 committed Oct 10, 2023
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  14. Update model builder examples

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  15. Add backwards-compatible model builder API & deprecate decls

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  16. fix: remove dead code

    @ahuber21
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  17. fix: simplify number of nodes calculation

    @ahuber21
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  18. chore: typos and code style

    @ahuber21
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  19. Fix bazel build

    @ahuber21
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  20. fix: remove dead member variable in GbtDecisionTree

    @ahuber21
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  21. feat: add first unit tests for model builders

    @ahuber21
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  22. revert dal_module back to daal_module

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  23. feat: execute dal unit tests in CI

    @ahuber21
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  24. reorganize how tests are executed

    @ahuber21
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  25. add license

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  26. Fix new_ts: nodeIsLeaf/nodeIsDummyLeaf internal usage & classificatio… 

    …n Parameter
    @ahuber21
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  27. Update TreeVisitor with node cover value

    @ahuber21
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  28. remove deprecation version in comment

    @ahuber21
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Commits on Oct 11, 2023

  1. remove skipping of XGBoost base_score tree

    @ahuber21
    ahuber21 committed Oct 11, 2023
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Commits on Oct 12, 2023

  1. feature: proper support for XGBoost's base_score value

    @ahuber21
    ahuber21 committed Oct 12, 2023
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Commits on Oct 13, 2023

  1. Update code attributions / cite / license

    @ahuber21
    ahuber21 committed Oct 13, 2023
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  2. typo

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    ahuber21 committed Oct 13, 2023
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Commits on Oct 16, 2023

  1. chore: remove resIncrement from GBT predict

    @ahuber21
    ahuber21 committed Oct 16, 2023
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Commits on Oct 18, 2023

  1. Document functions and separate declarations and implementations

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  2. review comments oneapi-src#1

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    ahuber21 committed Oct 18, 2023
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  3. review comments oneapi-src#2 - fix pImpl idiom

    @ahuber21
    ahuber21 committed Oct 18, 2023
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Commits on Oct 19, 2023

  1. refactor: replace boolean parameters with DAAL_UINT64 flag

    @ahuber21
    ahuber21 committed Oct 19, 2023
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  2. fix: usage of bias/margin for LightGBM models

    @ahuber21
    ahuber21 committed Oct 19, 2023
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  3. review comments oneapi-src#2

    @ahuber21
    ahuber21 committed Oct 19, 2023
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  4. fixup endless for loop

    @ahuber21
    ahuber21 committed Oct 19, 2023
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  5. use TArray, introduce TreeShapVersion enum

    @ahuber21
    ahuber21 committed Oct 19, 2023
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  6. use TArray where possible

    @ahuber21
    ahuber21 committed Oct 19, 2023
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Commits on Oct 20, 2023

  1. fix: move data field to implementation class

    @ahuber21
    ahuber21 committed Oct 20, 2023
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  2. Update cpp/daal/include/algorithms/tree_utils/tree_utils.h 

    Co-authored-by: Victoriya Fedotova <viktoria.nn@gmail.com>
    @ahuber21 @Vika-F
    ahuber21 and Vika-F committed Oct 20, 2023
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  3. add typedef to shorten statements

    @ahuber21
    ahuber21 committed Oct 20, 2023
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  4. provide doxygen description of gbt classification funtions

    Dmitry Razdoburdin committed Oct 20, 2023
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  5. fix some typos

    @ahuber21
    ahuber21 committed Oct 20, 2023
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Commits on Oct 23, 2023

  1. consistently use size_t for node indexing; unsigned -> uint32_t

    @ahuber21
    ahuber21 committed Oct 23, 2023
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Commits on Oct 26, 2023

  1. fix: don't include test in release

    @ahuber21
    ahuber21 committed Oct 26, 2023
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  2. fix multiline comments

    @ahuber21
    ahuber21 committed Oct 26, 2023
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