shapr

Brief NEWS

This is shapr version 1.0.0 (Released on GitHub Nov 2024), which
provides a full restructuring of the code based, and provides a full
suit of new functionality, including:

• A long list of approaches for estimating the contribution/value
  function $v(S)$, including Variational Autoencoders, and
  regression-based methods
• Iterative Shapley value estimation with convergence detection
• Parallelized computations with progress updates
• Reweighted Kernel SHAP for faster convergence
• New function explain_forecast() for explaining forecasts
• Several other methodological, computational and user-experience
  improvements
• Python wrapper making the core functionality of shapr available in
  Python

Below we provide a brief overview of the breaking changes. See the
NEWS
for the full list of details.

Breaking changes

The new syntax for explaining models essentially amounts to using a
single function (explain()) instead of two functions (shapr() and
explain()). In addition, custom models are now explained by passing
the prediction function directly to explain(), some input arguments
got new names, and a few functions for edge cases was removed to
simplify the code base.

Note that the CRAN version of shapr (v0.2.2) still uses the old
syntax. The examples below uses the new syntax.
Here
is a version of this README with the syntax of the CRAN version
(v0.2.2).

Python wrapper

We now also provide a Python wrapper (shaprpy) which allows explaining
python models with the methodology implemented in shapr, directly from
Python. The wrapper is available
here.

The package

The shapr R package implements an enhanced version of the Kernel SHAP
method, for approximating Shapley values, with a strong focus on
conditional Shapley values. The core idea is to remain completely
model-agnostic while offering a variety of methods for estimating
contribution functions, enabling accurate computation of conditional
Shapley values across different feature types, dependencies, and
distributions. The package also includes evaluation metrics to compare
various approaches. With features like parallelized computations,
convergence detection, progress updates, and extensive plotting options,
shapr is as a highly efficient and user-friendly tool, delivering
precise estimates of conditional Shapley values, which are critical for
understanding how features truly contribute to predictions.

A basic example is provided below. Otherwise we refer to the pkgdown
website and the vignettes
there
for details and further examples.

Installation

We highly recommend to install the development version of shapr (with
the new explanation syntax and all functionality),

remotes::install_github("NorskRegnesentral/shapr")

To also install all dependencies, use

remotes::install_github("NorskRegnesentral/shapr", dependencies = TRUE)

The CRAN version of shapr (NOT RECOMMENDED) can be installed with

install.packages("shapr")

Example

shapr supports computation of Shapley values with any predictive model
which takes a set of numeric features and produces a numeric outcome.

The following example shows how a simple xgboost model is trained
using the airquality dataset, and how shapr explains the individual
predictions.

We first enable parallel computation and progress updates with the
following code chunk. These are optional, but recommended for improved
performance and user friendliness, particularly for problems with many
features.

# Enable parallel computation
# Requires the future and future_lapply packages
future::plan("multisession", workers = 2) # Increase the number of workers for increased performance with many features

# Enable progress updates of the v(S)-computations
# Requires the progressr package
progressr::handlers(global = TRUE)
handlers("cli") # Using the cli package as backend (recommended for the estimates of the remaining time)

Here comes the actual example

library(xgboost)
library(shapr)

data("airquality")
data <- data.table::as.data.table(airquality)
data <- data[complete.cases(data), ]

x_var <- c("Solar.R", "Wind", "Temp", "Month")
y_var <- "Ozone"

ind_x_explain <- 1:6
x_train <- data[-ind_x_explain, ..x_var]
y_train <- data[-ind_x_explain, get(y_var)]
x_explain <- data[ind_x_explain, ..x_var]

# Looking at the dependence between the features
cor(x_train)
#>            Solar.R       Wind       Temp      Month
#> Solar.R  1.0000000 -0.1243826  0.3333554 -0.0710397
#> Wind    -0.1243826  1.0000000 -0.5152133 -0.2013740
#> Temp     0.3333554 -0.5152133  1.0000000  0.3400084
#> Month   -0.0710397 -0.2013740  0.3400084  1.0000000

# Fitting a basic xgboost model to the training data
model <- xgboost(
  data = as.matrix(x_train),
  label = y_train,
  nround = 20,
  verbose = FALSE
)

# Specifying the phi_0, i.e. the expected prediction without any features
p0 <- mean(y_train)

# Computing the actual Shapley values with kernelSHAP accounting for feature dependence using
# the empirical (conditional) distribution approach with bandwidth parameter sigma = 0.1 (default)
explanation <- explain(
  model = model,
  x_explain = x_explain,
  x_train = x_train,
  approach = "empirical",
  phi0 = p0
)
#> Note: Feature classes extracted from the model contains NA.
#> Assuming feature classes from the data are correct.
#> Success with message:
#> max_n_coalitions is NULL or larger than or 2^n_features = 16, 
#> and is therefore set to 2^n_features = 16.
#> 
#> ── Starting `shapr::explain()` at 2024-11-20 12:23:18 ──────────────────────────
#> • Model class: <xgb.Booster>
#> • Approach: empirical
#> • Iterative estimation: FALSE
#> • Number of feature-wise Shapley values: 4
#> • Number of observations to explain: 6
#> • Computations (temporary) saved at:
#> '/tmp/Rtmp4yBCHY/shapr_obj_17459f7fdc4b8f.rds'
#> 
#> ── Main computation started ──
#> 
#> ℹ Using 16 of 16 coalitions.

# Printing the Shapley values for the test data.
# For more information about the interpretation of the values in the table, see ?shapr::explain.
print(explanation$shapley_values_est)
#>    explain_id     none    Solar.R      Wind      Temp      Month
#>         <int>    <num>      <num>     <num>     <num>      <num>
#> 1:          1 43.08571 13.2117337  4.785645 -25.57222  -5.599230
#> 2:          2 43.08571 -9.9727747  5.830694 -11.03873  -7.829954
#> 3:          3 43.08571 -2.2916185 -7.053393 -10.15035  -4.452481
#> 4:          4 43.08571  3.3254595 -3.240879 -10.22492  -6.663488
#> 5:          5 43.08571  4.3039571 -2.627764 -14.15166 -12.266855
#> 6:          6 43.08571  0.4786417 -5.248686 -12.55344  -6.645738

# Finally we plot the resulting explanations
plot(explanation)

See the
vignette
for further basic usage examples.

Contribution

All feedback and suggestions are very welcome. Details on how to
contribute can be found
here. If
you have any questions or comments, feel free to open an issue
here.

Please note that the ‘shapr’ project is released with a Contributor
Code of
Conduct.
By contributing to this project, you agree to abide by its terms.

References