Fix interventional TreeSHAP vs KernelSHAP xgboost example #703
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jklaise
changed the title
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View / edit / reply to this conversation on ReviewNB jklaise commented on 2022-06-21T12:37:09Z I would rephrase and remove "Unfortunately" and add "the upstream implementation..." so it's clear the issue primarily lies with the |
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View / edit / reply to this conversation on ReviewNB jklaise commented on 2022-06-21T12:37:10Z Can you remind me what the reason for this not holding originally was? RobertSamoilescu commented on 2022-06-21T15:37:25Z I believe was a previous issue that was fixed. |
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View / edit / reply to this conversation on ReviewNB jklaise commented on 2022-06-21T12:37:11Z Good to add the reason to this comment, i.e. something about the maximum number of enumerable subsets. |
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I believe was a previous issue that was fixed. View entire conversation on ReviewNB |
This PR fixes the issue #485 related to the inconsistency between the interventional TreeSHAP vs KernelSHAP for xgboost example. In addition, it fixes the local accuracy property which now holds.
The issue seem to have been caused by a limitation/issue/bug of interventional TreeSHAP which works properly with only up to 100 instances in the background dataset. This issue has been reported here and here.