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predict contributions #25

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bryan-woods opened this issue Jan 4, 2018 · 2 comments
Closed

predict contributions #25

bryan-woods opened this issue Jan 4, 2018 · 2 comments

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@bryan-woods
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Are there plans to add support for predicting feature contributions. From the python documentation:

pred_contribs (bool) – When this option is on, the output will be a matrix of (nsample, nfeats+1) with each record indicating the feature contributions (SHAP values) for that prediction. The sum of all feature contributions is equal to the prediction. Note that the bias is added as the final column, on top of the regular features.

@bryan-woods
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I did a little more digging. This functionality is definitely missing in this library, but exists in the core XGBoost library in their PredictContribution function in cpu_predictor.cc

@bryan-woods
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This is a duplicate of #20

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