Hi,
I would like to create a pull request to push my setup.py file to allow a simplified installation with pip.

Could you allow pull requests?

Hi,

I ran SAGE on my test data which is 5k rows and 500 columns. The SAGE values that I get are very small (~0.003) and change direction and magnitude with subsequent runs. I also tried with both permutation sampling and iterated sampling however the difference is not very clear. Could you help me understand how to resolve this issue and how n_samples might affect my results.

Thanks for this awesome library. 💯

In #7 you discussed the use of alternative loss functions in classification.

I'm working on a use case, where I perform classification with different classifiers, but I mainly care about the accuracy of the prediction, rather than the predicted probabilities, as some classifiers yield hard probabilities only. As such, I wanted to swap the cross-entropy loss for the zero-one loss.

I extended the utils.py (see here.) and added the new loss function:

class ZeroOneLoss:
    '''zero-one loss that expects probabilities.'''
    def __init__(self, reduction='mean'):
        assert reduction in ('none', 'mean')
        self.reduction = reduction

    def __call__(self, pred, target):

        # Add a dimension to prediction probabilities if necessary.
        if pred.ndim == 1:
            pred = pred[:, np.newaxis]
        if pred.shape[1] == 1:
            pred = np.append(1 - pred, pred, axis=1)

        if target.ndim == 1:
        # Class labels.
            loss = (np.argmax(pred, axis=1) != target).astype(float)
        elif target.ndim == 2:
        # Probabilistic labels.
            loss = (np.argmax(pred, axis=1) != np.argmax(target, axis=1)).astype(float)
        else:
            raise ValueError('incorrect labels shape for zero-one loss')

        if self.reduction == 'mean':
            return np.mean(loss)
        return loss

and call it like this:

imputer = sage.MarginalImputer(model, train)
estimator = sage.KernelEstimator(imputer, 'zero one')

I was wondering, if there is more to consider, when using alternative loss functions, in particular zero-one-loss, with SAGE?
Would you also be interested in a PR?

First of all, many thanks for the amazing package and very clear paper and blogpost indicated in the readme. Please correct me if I am mistaken, but it looks like you are not using multiprocessing for parallel computation (I am thinking joblib) of the terms in the shapley values. Is there a technical reason for this? If not, are you planning to add it in the future?

Hi, how to load and save estimator, and run estimator for adaptive online stream of batch data after loading? Thanks!!

Hello! On my dataset SAGE values depend quite a lot on the train-test split. Would it be correct to average the SAGE values means and stds on cross-validation?

Hello everyone,
I wonder if it is possible to use pre-segmented images. In my case, I would like to explain models trained using MRI brain scans. Additionally, I have segmentation for each scan that represent different brain structures. The positions of those structures differed across scans, the number of areas remains stable. Now, I would like to compute the SAGE importance for each brain structure. Many thanks in advance.

@iancovert Thanks for your work on SAGE.

Recently, I've experimented with a use case, where I needed to obtain global feature importances for groups of features and individual features. I used sage.GroupedMarginalImputer(model, test[:64], groups)/ sage.MarginalImputer(model, test[:64]) in conjunction with sage.PermutationEstimator(imputer, 'mse', n_jobs=-1).

My initial assumption was, that the importances of a feature group should roughly match the summed importance of the individual features within the group as long as background samples are identical/groups do not overlap etc.. However, I noticed relatively large differences, which I could not explain.

I was able to reproduce this behaviour with a slightly altered version of the airbnb notebook:
https://colab.research.google.com/gist/KarelZe/67d2e4445a8971c72a36fd846977270a/airbnb.ipynb

Example from notebook for group with multiple features:

df_grouped.loc["location (grouped)"]
> 0    2136.538846
> Name: location (grouped), dtype: float64

df_individual.loc[['latitude', 'longitude', 'neighbourhood', 'neighbourhood_group']].sum()
> 0    2372.024399
> dtype: float64

Example from notebook for group with one feature:

df_grouped.loc["room_type"]
> 0    2597.069309
> Name: room_type, dtype: float64

df_individual.loc["room_type"]
> 0    2623.990063
> Name: room_type, dtype: float64

In my private datasets, I also had more severe cases, where individual features had a high sage value, but the accompanying group had not and vice versa.

What I'd like to know is, if is fair to assume, that GroupedMarginalImputer and MarginalImputer yield the same results (in particular if groups consist only of one feature; second example)? It would also be helpful to know, where the differences in sage values between both imputation strategies comes from.

Hello - thanks for the fantastic library.

My project involves predicting a continuous measure from text, and I'm currently using average SHAP value for global token importance. I think SAGE is better suited for this, so I was kindly wondering if there will be (or is) support for huggingface NLP models. Thanks!

Dear @iancovert,

I perform binary classification using CatBoost and try to determine with GroupedMarginalImputer and PermutationEstimator, but I only obtain negative SAGE values.

My test set X_test is relatively large (9861576, 15)I provide the imputer with a random sample X_importance of the test set of size (512, 15) similar to the notebook.
My labels are [-1,1], if relevant.

My code

 # ...
    # use callable as catboost is already with pool incl.  categoricals
    def call_catboost(X):
        if feature_str == "ml":       
            X = pd.DataFrame(X, columns=X_importance.columns)
            # Update the selected columns in the original DataFrame
            X[cat_features] = X.iloc[:, cat_idx].astype(int)
            # pass cat indices
            return clf.predict_proba(Pool(X, cat_features=cat_idx))
        else:
            return clf.predict_proba(X) # <- used here
    
    # apply group based imputation + estimate importances in terms of cross-entropy
    imputer = GroupedMarginalImputer(call_catboost, X_importance, groups)
    estimator = PermutationEstimator(imputer, "cross entropy")
    
    # calculate values over entire test set
    sage_values = estimator(X_test.values, y_test.values)
    
    # save sage values + std deviation to data frame
    result = pd.DataFrame(index=group_names, data={"values": sage_values.values, "std": sage_values.std})

Obtained Result:
512 background samples:

256 background samples:

As visible in the screenshots, all SAGE values are negative. I noticed that if I decrease the subset passed to GroupedMarginalImputer to only 256 samples one group is slightly positive. Uncertainties are relatively low.

To my understanding such a result would imply, that all features (or groups) contribute negatively to the loss. This is somewhat counter-intuitive to me, as the classifier has a strong performance on the test set. I've seen the notebooks / examples in the SAGE paper, where single corrupted features degrade performance, but not every feature.

Is there some implementation error on my side e.g., misunderstanding of background samples or is such a result plausible?

Thanks for your help.

PS:
A similar issue was discussed in #2, but it seems to be resolved.

PPS:
I also ran the experiment with my implementation of the zero one loss (see #18) but the output is similar.

Hi @iancovert , I was among the very first users of SAGE and I found it very helpful for my use cases. However I see that a lot has changed since the first release both in terms of code and in terms of application.

Could you provide an updated Readme file for this new release and also explain about the model sensitivity module that you have added.

I would also like to point out that the run times for SAGE on an 8gb Ram machine for 20k rows and 500 columns is a bit high and is potentially a road block for its wide usage. Is there a possibility that the run time can be optimized ?

Hi,

Do you think is it possible to adapt the SAGE approach using a faster approximation for tree-like models like the TreeSHAP algorithm for shapley values ?

Hi Ian.

I came across this package today from your very nice paper on the arXiv "Understanding Global Feature Contributions Through Additive Importance Measures." I am excited to try out this code, but I don't see a license. Would you be willing to clarify what the license is and add a LICENSE.txt file?

Thanks!

Hi. I hope and suspect this is just a misunderstanding on my part, but I cannot mage sage work using the XGBoost Classifer.
I have included a minimal example below, using the Boston Housing dataset. Here, the XGBRegressor works fine but the XGBClassifier produces an error, although y_pred has the same shape in both cases.
The error* arises in utils.py in call(self, pred, target), line 159, probably because the if clause on line 156 isn't triggered so pred doesn't get reshaped (?). I'm not sure but would appreciate your input. And thanks for a great package :-)

*ValueError: operands could not be broadcast together with shapes (512,2) (512,)

from sklearn.datasets import load_boston
from sklearn.model_selection import train_test_split
import pandas as pd
import numpy as np
import xgboost as xgb
import sage
boston = load_boston()
boston_dataset = pd.DataFrame(boston.data, columns=boston.feature_names)
boston_dataset['MEDV'] =  boston.target
features = ["RM", "AGE", "TAX", "CRIM", "PTRATIO"]
x_data = np.array(boston_dataset[features])
medv = np.array(boston_dataset.MEDV)
mean = np.mean(medv)
y_data = np.array([1 if _m < mean else 0 for _m in medv]) # make targets binary
x_train, x_test, y_train, y_test = train_test_split(x_data, y_data, test_size=0.33, random_state=42)
#model = xgb.XGBClassifier(use_label_encoder=False).fit(x_train, y_train) # Doesn't work
model = xgb.XGBRegressor().fit(x_train, y_train) # Works
y_pred = model.predict(x_test)
print(y_pred.shape)
imputer = sage.MarginalImputer(model, x_train[:512])
estimator = sage.PermutationEstimator(imputer, 'mse')
sage_values = estimator(x_test, y_test)
sage_values.plot(features)

I am getting the below error when trying to use it with text data with GRU Layer.

InternalError: Exception encountered when calling layer "gru" (type GRU).
Failed to call ThenRnnForward with model config: [rnn_mode, rnn_input_mode, rnn_direction_mode]: 3, 0, 0 , [num_layers, input_size, num_units, dir_count, max_seq_length, batch_size, cell_num_units]: [1, 64, 64, 1, 32, 250000, 0] [Op:CudnnRNN]

Call arguments received:
• inputs=tf.Tensor(shape=(250000, 32, 64), dtype=float32)
• mask=None
• training=False
• initial_state=None

Model:
Model: "sequential"

Total params: 823,401
Trainable params: 823,401
Non-trainable params: 0

This is a bug report.

Using GRP with certain datasets would lead the PermutationEstimator to run indefinitely (or what feels to be infinite), and it'd keep running into a divide by zero warning.

Here's an excerpt of the code where the bug happened

import sage
from sklearn.gaussian_process import GaussianProcessRegressor
...

gpr = GaussianProcessRegressor(...)
gpr.fit(X_train, y_train)

imputer   = sage.MarginalImputer(gpr, X_train)
estimator = sage.PermutationEstimator(imputer, "mse")
importance = estimator(X_, y_, bar=False)

and here's the error that keeps being thrown, which fills up stderr

sage/permutation_estimator.py:126: RuntimeWarning: divide by zero encountered in double_scalars
    ratio = std / gap