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Additive shap #132

Merged
merged 7 commits into from
May 26, 2024
Merged

Additive shap #132

merged 7 commits into from
May 26, 2024

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mayer79
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@mayer79 mayer79 commented May 25, 2024

This PR adds a convenient additive explainer for many types of models:

  • lm(),
  • glm(),
  • mgcv::gam(),
  • mgcv::bam(),
  • gam::gam(),
  • survival::coxph(),
  • survival::survreg().

Only models without interactions and without "mixed" terms such as "log(x / z)" are possible. But otherwise, even complicated formula elements like "log(x) + ns(x, 4) + poly(z) + some categorical feature" is supported.

It solves #130

ping @dswatson : would be very interested in a review from you

@mayer79 mayer79 self-assigned this May 25, 2024
@mayer79 mayer79 added the enhancement New feature or request label May 25, 2024
@mayer79 mayer79 requested a review from pbiecek May 25, 2024 13:06
@dswatson
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Looks great! This is a very useful addition, thanks :)

@mayer79 mayer79 merged commit 9808196 into main May 26, 2024
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@mayer79 mayer79 deleted the additive-shap branch May 26, 2024 19:32
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2 participants