shap.SamplingExplainer

class shap.SamplingExplainer(model, data, **kwargs)

This is an extension of the Shapley sampling values explanation method (aka. IME)

SamplingExplainer computes SHAP values under the assumption of feature independence and is an extension of the algorithm proposed in “An Efficient Explanation of Individual Classifications using Game Theory”, Erik Strumbelj, Igor Kononenko, JMLR 2010. It is a good alternative to KernelExplainer when you want to use a large background set (as opposed to a single reference value for example).

Parameters

modelfunction

User supplied function that takes a matrix of samples (# samples x # features) and computes a the output of the model for those samples. The output can be a vector (# samples) or a matrix (# samples x # model outputs).

datanumpy.array or pandas.DataFrame

The background dataset to use for integrating out features. To determine the impact of a feature, that feature is set to “missing” and the change in the model output is observed. Since most models aren’t designed to handle arbitrary missing data at test time, we simulate “missing” by replacing the feature with the values it takes in the background dataset. So if the background dataset is a simple sample of all zeros, then we would approximate a feature being missing by setting it to zero. Unlike the KernelExplainer this data can be the whole training set, even if that is a large set. This is because SamplingExplainer only samples from this background dataset.

__init__(model, data, **kwargs)

Uses Shapley values to explain any machine learning model or python function.

This is the primary explainer interface for the SHAP library. It takes any combination of a model and masker and returns a callable subclass object that implements the particular estimation algorithm that was chosen.

Parameters

modelobject or function

User supplied function or model object that takes a dataset of samples and computes the output of the model for those samples.

maskerfunction, numpy.array, pandas.DataFrame, tokenizer, or a list of these for each model input

The function used to “mask” out hidden features of the form masked_args = masker(*model_args, mask=mask). It takes input in the same form as the model, but for just a single sample with a binary mask, then returns an iterable of masked samples. These masked samples will then be evaluated using the model function and the outputs averaged. slice() model(*masker(*args, mask=mask)).mean() As a shortcut for the standard masking using by SHAP you can pass a background data matrix instead of a function and that matrix will be used for masking. Domain specific masking functions are available in shap such as shap.ImageMasker for images and shap.TokenMasker for text. In addition to determining how to replace hidden features, the masker can also constrain the rules of the cooperative game used to explain the model. For example shap.TabularMasker(data, hclustering=”correlation”) will enforce a hierarchial clustering of coalitions for the game (in this special case the attributions are known as the Owen values).

linkfunction

The link function used to map between the output units of the model and the SHAP value units. By default it is shap.links.identity, but shap.links.logit can be useful so that expectations are computed in probability units while explanations remain in the (more naturally additive) log-odds units. For more details on how link functions work see any overview of link functions for generalized linear models.

algorithm“auto”, “permutation”, “partition”, “tree”, “kernel”, “sampling”, “linear”, “deep”, or “gradient”

The algorithm used to estimate the Shapley values. There are many different algorithms that can be used to estimate the Shapley values (and the related value for constrained games), each of these algorithms have various tradeoffs and are preferrable in different situations. By default the “auto” options attempts to make the best choice given the passed model and masker, but this choice can always be overriden by passing the name of a specific algorithm. The type of algorithm used will determine what type of subclass object is returned by this constructor, and you can also build those subclasses directly if you prefer or need more fine grained control over their options.

output_namesNone or list of strings

The names of the model outputs. For example if the model is an image classifier, then output_names would be the names of all the output classes. This parameter is optional. When output_names is None then the Explanation objects produced by this explainer will not have any output_names, which could effect downstream plots.

Methods

__init__(model, data, **kwargs)	Uses Shapley values to explain any machine learning model or python function.
addsample(x, m, w)
allocate()
explain(incoming_instance, **kwargs)
explain_row(*row_args, max_evals, …)	Explains a single row and returns the tuple (row_values, row_expected_values, row_mask_shapes, main_effects).
not_equal(i, j)
run()
sampling_estimate(j, f, x, X[, nsamples])
shap_values(X, **kwargs)	Estimate the SHAP values for a set of samples.
solve(fraction_evaluated, dim)
supports_model(model)	Determines if this explainer can handle the given model.
varying_groups(x)

explain_row(*row_args, max_evals, main_effects, error_bounds, outputs, silent, **kwargs)

Explains a single row and returns the tuple (row_values, row_expected_values, row_mask_shapes, main_effects).

This is an abstract method meant to be implemented by each subclass.

Returns

tuple

A tuple of (row_values, row_expected_values, row_mask_shapes), where row_values is an array of the attribution values for each sample, row_expected_values is an array (or single value) representing the expected value of the model for each sample (which is the same for all samples unless there are fixed inputs present, like labels when explaining the loss), and row_mask_shapes is a list of all the input shapes (since the row_values is always flattened),

shap_values(X, **kwargs)

Estimate the SHAP values for a set of samples.

Parameters

Xnumpy.array or pandas.DataFrame or any scipy.sparse matrix

A matrix of samples (# samples x # features) on which to explain the model’s output.

nsamples“auto” or int

Number of times to re-evaluate the model when explaining each prediction. More samples lead to lower variance estimates of the SHAP values. The “auto” setting uses nsamples = 2 * X.shape[1] + 2048.

l1_reg“num_features(int)”, “auto” (default for now, but deprecated), “aic”, “bic”, or float

The l1 regularization to use for feature selection (the estimation procedure is based on a debiased lasso). The auto option currently uses “aic” when less that 20% of the possible sample space is enumerated, otherwise it uses no regularization. THE BEHAVIOR OF “auto” WILL CHANGE in a future version to be based on num_features instead of AIC. The “aic” and “bic” options use the AIC and BIC rules for regularization. Using “num_features(int)” selects a fix number of top features. Passing a float directly sets the “alpha” parameter of the sklearn.linear_model.Lasso model used for feature selection.

Returns

array or list

For models with a single output this returns a matrix of SHAP values (# samples x # features). Each row sums to the difference between the model output for that sample and the expected value of the model output (which is stored as expected_value attribute of the explainer). For models with vector outputs this returns a list of such matrices, one for each output.

static supports_model(model)

Determines if this explainer can handle the given model.

This is an abstract static method meant to be implemented by each subclass.