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feat: SHAP values for binary classification [target: r2025.0] #2635

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merged 15 commits into from
Sep 5, 2024

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Description

Enable calculation of SHAP values for binary classification models

Changes proposed in this pull request:

  • Allocate result similar to GBT regression
  • Rely on GBT regression SHAP dispatching, analogous to calculation of probabilities
  • Correctness is tested in a matching update in sklearnex, where we compare against SHAP values from XGBoost

ToDos:

  • Potentially add version checks, depending on CI results

@ahuber21 ahuber21 changed the title Add SHAP values for binary classification feat: SHAP values for binary classification Jan 22, 2024
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/intelci: run

This reverts commit 375dacd.
@ahuber21 ahuber21 changed the title feat: SHAP values for binary classification feat: SHAP values for binary classification [target: r2025.0] Feb 15, 2024
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ahuber21 commented Feb 15, 2024

There is no way around the API-breaking change. I will finish the work as much as possible, but merging needs to be postponed to a major release.

@ahuber21 ahuber21 requested review from Vika-F and removed request for Alexandr-Solovev and avolkov-intel February 16, 2024 09:09
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/intelci: run

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icfaust commented Jun 25, 2024

/intelci: run

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icfaust commented Aug 27, 2024

/intelci: run

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LGTM

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icfaust commented Sep 4, 2024

/intelci: run

@icfaust icfaust merged commit f13313a into oneapi-src:main Sep 5, 2024
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3 participants