Git Product home page Git Product logo

shparkley's Introduction

Shparkley: Scaling Shapley Values with Spark

Shparkley is a PySpark implementation of Shapley values which uses a monte-carlo approximation algorithm.

Given a dataset and machine learning model, Shparkley can compute Shapley values for all features for a feature vector. Shparkley also handles training weights and is model-agnostic.

pip install shparkley

You must have Apache Spark installed on your machine/cluster.

from typing import List

from sklearn.base import ClassifierMixin

from affirm.model_interpretation.shparkley.estimator_interface import OrderedSet, ShparkleyModel
from affirm.model_interpretation.shparkley.spark_shapley import compute_shapley_for_sample


class MyShparkleyModel(ShparkleyModel):
    """
    You need to wrap your model with this interface (by subclassing ShparkleyModel)
    """
    def __init__(self, model: ClassifierMixin, required_features: OrderedSet):
        self._model = model
        self._required_features = required_features

    def predict(self, feature_matrix: List[OrderedDict]) -> List[float]:
        """
        Generates one prediction per row, taking in a list of ordered dictionaries (one per row).
        """
        pd_df = pd.DataFrame.from_dict(feature_matrix)
        preds = self._model.predict_proba(pd_df)[:, 1]
        return preds

    def _get_required_features(self) -> OrderedSet:
        """
        An ordered set of feature column names
        """
        return self._required_features

row = dataset.filter(dataset.row_id == 'xxxx').rdd.first()
shparkley_wrapped_model = MyShparkleyModel(my_model)

# You need to sample your dataset based on convergence criteria.
# More samples results in more accurate shapley values.
# Repartitioning and caching the sampled dataframe will speed up computation.
sampled_df = training_df.sample(0.1, True).repartition(75).cache()

shapley_scores_by_feature = compute_shapley_for_sample(
    df=sampled_df,
    model=shparkley_wrapped_model,
    row_to_investigate=row,
    weight_col_name='training_weight_column_name'
)

shparkley's People

Contributors

niloygupta avatar ijoseph avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.