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@jcreinhold jcreinhold commented Apr 4, 2024

This addresses the issue where the shap_values method in EconML did not correctly set check_additivity=False for shap>=0.43.0 due to a class name change from Tree to TreeExplainer​.

See #866 for details.

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Adding @kbattocchi for review.

@jcreinhold jcreinhold marked this pull request as draft April 8, 2024 15:35
@jcreinhold jcreinhold marked this pull request as ready for review April 9, 2024 18:26
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Thanks for the contribution! As I mentioned in the linked issue, if you also want to tackle passing a seed to SHAP, that would be even better, but we'll take the contribution as-is if not.

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Great! I'm happy to add the seed functionality, but I think it's be best to add it to another PR. Ideally, I'll be able to add it within a week or so, but I might get pulled into something which will push back that timeline.

…ditivity parameter handling for TreeExplainer

Signed-off-by: Jacob Reinhold <[email protected]>
@kbattocchi kbattocchi enabled auto-merge (squash) April 10, 2024 17:08
@kbattocchi kbattocchi merged commit 6800095 into py-why:main Apr 11, 2024
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shap_values for tree-based models doesn't set check_additivity=False as expected

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