How to get the exact SHAP importance values? about shap-hypetune HOT 3 CLOSED

Oh maybe I should ask it in the git of shap

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When I use the model.estimator_ to calculate SHAP values, I found that some features corresponds to NaN values, maybe because I used the min_features_to_select option? How can I get the SHAP values used to select the features?

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Hi,
in shap-hypetune, shap values are computed using shap.TreeExplainer with feature_perturbation="tree_path_dependent". shap importances are aggregated featurewise using this aggregation: np.abs(shap_values).mean(0). No method is available in shap-hypetune to extract/plot shap importances (since you can directly use the shap library).
To get the shap importances of the selected features, compute the shape values on your data (train or evaluation set using only the selected features) and aggregate them with the calculation np.abs(shap_values).mean(0)

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