Catboost bug about fasttreeshap HOT 3 CLOSED

Fixed this issue by avoiding "memory check" for CatBoost, since CatBoost is not supported in the current version of fasttreeshap (mentioned in #6).

fasttreeshap is built only for "tree_path_dependent". You may still run "interventional" in fasttreeshap anyway, but its performance should be the same as in shap. I would suggest you to post issues related to "interventional" directly in shap GitHub page.

from fasttreeshap.

Is this also true For xgboost and lgbm? From my understanding in the Paper "tree path dependent" is the better Method For explaining model Performance and interventional is used to explain Relationships in the Data. Also "interventional" is a lot slower so wouldnt a fast tree shap Method make a lot of sense For it?

from fasttreeshap.

Yes. fasttreeshap accelerates the shap value computation for xgboost and lgbm only for "tree_path_dependent".

Thanks for your suggestion! It may make sense to accelerate "interventional" as well, however the algorithms used in "tree_path_dependent" and "interventional" are totally different. It is actually much harder to accelerate "interventional" (and I actually doubt the feasibility of accelerating "interventional" from algorithm side), and thus it is out of the scope of this package.

from fasttreeshap.