Using ‘shapviz’

Overview

SHAP (SHapley Additive exPlanations, see Lundberg and Lee (2017)) is an ingenious way to study black box models. SHAP values decompose - as fair as possible - predictions into additive feature contributions. Crunching SHAP values requires clever algorithms. Analyzing them, however, is super easy with the right visualizations. {shapviz} offers the latter.

In particular, the following plots are available:

SHAP and feature values are stored in a “shapviz” object that is built from:

  1. Models that know how to calculate SHAP values: XGBoost, LightGBM, and h2o.
  2. SHAP crunchers like {fastshap}, {kernelshap}, {treeshap}, {fastr}, and {DALEX}.
  3. SHAP matrix and corresponding feature values.

We use {patchwork} to glue together multiple plots with (potentially) inconsistent x and/or color scale.

Installation

# From CRAN
install.packages("shapviz")

# Or the newest version from GitHub:
# install.packages("devtools")
devtools::install_github("ModelOriented/shapviz")

Usage

Shiny diamonds… let’s use XGBoost to model their prices by the four “C” variables.

Compact SHAP analysis

library(shapviz)
library(ggplot2)
library(xgboost)

set.seed(1)

xvars <- c("log_carat", "cut", "color", "clarity")
X <- diamonds |> 
  transform(log_carat = log(carat)) |> 
  subset(select = xvars)
head(X)
#>   log_carat       cut color clarity
#> 1 -1.469676     Ideal     E     SI2
#> 2 -1.560648   Premium     E     SI1
#> 3 -1.469676      Good     E     VS1
#> 4 -1.237874   Premium     I     VS2
#> 5 -1.171183      Good     J     SI2
#> 6 -1.427116 Very Good     J    VVS2

# Fit (untuned) model
fit <- xgb.train(
  params = list(learning_rate = 0.1, nthread = 1), 
  data = xgb.DMatrix(data.matrix(X), label = log(diamonds$price), nthread = 1),
  nrounds = 65
)

# SHAP analysis: X can even contain factors
X_explain <- X[sample(nrow(X), 2000), ]
shp <- shapviz(fit, X_pred = data.matrix(X_explain), X = X_explain)

sv_importance(shp, show_numbers = TRUE)

sv_importance(shp, kind = "beeswarm")

sv_dependence(shp, v = xvars)  # patchwork object

Decompose single predictions

We can visualize decompositions of single predictions via waterfall or force plots:

sv_waterfall(shp, row_id = 1) +
  theme(axis.text = element_text(size = 11))

sv_force(shp, row_id = 1)

Also multiple row_id can be passed: The SHAP values of the selected rows are averaged and then plotted as aggregated SHAP values: The prediction profile for beautiful color “D” diamonds:

sv_waterfall(shp, shp$X$color == "D") +
  theme(axis.text = element_text(size = 11))

SHAP Interactions

If SHAP interaction values have been computed (via {xgboost} or {treeshap}), we can study them by sv_dependence() and sv_interaction().

Note that SHAP interaction values are multiplied by two (except main effects).

shp_i <- shapviz(
  fit, X_pred = data.matrix(X_explain), X = X_explain, interactions = TRUE
)
sv_dependence(shp_i, v = "log_carat", color_var = xvars, interactions = TRUE)

sv_interaction(shp_i) +
  theme(axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1))

Interface to other packages

The above examples used XGBoost to calculate SHAP values. What about other packages?

LightGBM

library(shapviz)
library(lightgbm)

dtrain <- lgb.Dataset(data.matrix(iris[-1]), label = iris[, 1])
fit <- lgb.train(
  list(learning_rate = 0.1, objective = "mse"), data = dtrain, nrounds = 20
)
shp <- shapviz(fit, X_pred = data.matrix(iris[-1]), X = iris)
sv_importance(shp)

fastshap

library(shapviz)
library(fastshap)

fit <- lm(Sepal.Length ~ . + Species:Petal.Width, data = iris)
shap <- fastshap::explain(
  fit, X = iris[-1], nsim = 100, pred_wrapper = predict, shap_only = FALSE
)
sv <- shapviz(shap)
sv_dependence(sv, "Species")

shapr

library(shapviz)
library(shapr)

fit <- lm(Sepal.Length ~ ., data = iris)
explanation <- shapr::explain(
  model = fit,
  x_train = iris[-1],
  x_explain = iris[-1],
  approach = "ctree",
  phi0 = mean(iris$Sepal.Length)
)

shp <- shapviz(explanation)
sv_importance(shp)
sv_dependence(shp, "Sepal.Width")

H2O

H2O supports TreeSHAP for boosted trees and random forests. For other models, model agnostic method based on marginal expectations are used, requiring a background dataset.

library(shapviz)
library(h2o)

h2o.init()

iris2 <- as.h2o(iris)

# Random forest
fit_rf <- h2o.randomForest(colnames(iris[-1]), "Sepal.Length", training_frame = iris2)
shp_rf <- shapviz(fit_rf, X_pred = iris)
sv_force(shp_rf, row_id = 1)
sv_dependence(shp_rf, "Species")

# Linear model
fit_lm <- h2o.glm(colnames(iris[-1]), "Sepal.Length", training_frame = iris2)
shp_lm <- shapviz(fit_lm, X_pred = iris, background_frame = iris2)
sv_force(shp_lm, row_id = 1)
sv_dependence(shp_lm, "Species")

treeshap

library(shapviz)
library(treeshap)
library(ranger)

fit <- ranger(
  y = iris$Sepal.Width, x = iris[-1], max.depth = 6, num.trees = 100
)
unified_model <- ranger.unify(fit, iris[-1])
shaps <- treeshap(unified_model, iris[-1], interactions = TRUE)
shp <- shapviz(shaps, X = iris)
sv_importance(shp)
sv_dependence(
  shp, "Sepal.Width", color_var = names(iris[-1]), alpha = 0.7, interactions = TRUE
)

DALEX

Decompositions of single predictions obtained by the breakdown algorithm in DALEX:

library(shapviz)
library(DALEX)
library(ranger)

fit <- ranger(Sepal.Length ~ ., data = iris, max.depth = 6, num.trees = 100)
explainer <- DALEX::explain(fit, data = iris[-1], y = iris[, 1], label = "RF")
bd <- explainer |> 
  predict_parts(iris[1, ], keep_distributions = FALSE) |> 
  shapviz()

sv_waterfall(bd)
sv_force(bd)

kernelshap

Either using kernelshap() or permshap():

library(shapviz)
library(kernelshap)

set.seed(1)
fit <- lm(Sepal.Length ~ . + Species:Petal.Width, data = iris)
ks <- permshap(fit, iris[-1])
shp <- shapviz(ks)

sv_importance(shp)
sv_dependence(shp, colnames(iris[-1]))

Any other package

The most general interface is to provide a matrix of SHAP values and corresponding feature values (and optionally, a baseline value):

S <- matrix(c(1, -1, -1, 1), ncol = 2, dimnames = list(NULL, c("x", "y")))
X <- data.frame(x = c("a", "b"), y = c(100, 10))
shp <- shapviz(S, X, baseline = 4)

An example is CatBoost: it is not on CRAN, and requires catboost.*() functions to calculate SHAP values, so we cannot directly add it to {shapviz} for now. Use a wrapper like this:

library(shapviz)
library(catboost)

shapviz.catboost.Model <- function(object, X_pred, X = X_pred, collapse = NULL, ...) {
  if (!inherits(X_pred, "catboost.Pool")) {
    X_pred <- catboost.load_pool(X_pred)
  }
  S <- catboost.get_feature_importance(object, X_pred, type = "ShapValues", ...)
  pp <- ncol(X_pred) + 1
  baseline <- S[1, pp]
  S <- S[, -pp, drop = FALSE]
  colnames(S) <- colnames(X_pred)
  shapviz(S, X = X, baseline = baseline, collapse = collapse)
}

# Example
X_pool <- catboost.load_pool(iris[-1], label = iris[, 1])
params <- list(loss_function = "RMSE", iterations = 65, allow_writing_files = FALSE)
fit <- catboost.train(X_pool, params = params)
shp <- shapviz(fit, X_pred = X_pool, X = iris)
sv_importance(shp)
sv_dependence(shp, colnames(iris[-1]))

References

Lundberg, Scott M, and Su-In Lee. 2017. “A Unified Approach to Interpreting Model Predictions.” In Advances in Neural Information Processing Systems 30, edited by I. Guyon, U. V. Luxburg, S. Bengio, H. Wallach, R. Fergus, S. Vishwanathan, and R. Garnett, 4765–74. Curran Associates, Inc. https://papers.nips.cc/paper/7062-a-unified-approach-to-interpreting-model-predictions.pdf.