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DonIvanCorleone avatar DonIvanCorleone commented on July 28, 2024 2

Many thanks for your quick & detailed answer! This helps a lot.
Maybe someday in the future feature_perturbation="interventional" will be supported as well? ;)

Closing the ticket.
Cheers

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jlyang1990 avatar jlyang1990 commented on July 28, 2024

Hi,

Thanks for using this package and glad to see the performance bumps. For your question: Currently model_output="logloss" is only supported when feature_perturbation="interventional" (see https://github.com/linkedin/FastTreeSHAP/blob/master/fasttreeshap/explainers/_tree.py#L116, https://github.com/slundberg/shap/blob/master/shap/explainers/_tree.py#L89). Since FastTreeSHAP algorithm (parallelism, v1, v2) is currently only implemented when feature_perturbation="tree_path_dependent", it does not bring up computational speedups when setting model_output="logloss" unfortunately. Hope this answers your question.

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alizia avatar alizia commented on July 28, 2024

@jlyang1990 thank you for this very useful package!

May I ask - are you planning to implement FastTreeSHAP for feature_perturbation="interventional"? If so, do you have a timeline in mind! Many thanks!

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