summary plot 为每个样本绘制其每个特征的SHAP值

  summary plot 为每个样本绘制其每个特征的SHAP值,这可以更好地理解整体模式,并允许发现预测异常值。每一行代表一个特征,横坐标为SHAP值。一个点代表一个样本,颜色表示特征值(红色高,蓝色低)。比如,这张图表明LSTAT特征较高的取值会降低预测的房价
  # summarize the effects of all the features
  shap.summary_plot(shap_values, X)

  Feature Importance:
  之前提到传统的importance的计算方法效果不好,SHAP提供了另一种计算特征重要性的思路。
  取每个特征的SHAP值的绝对值的平均值作为该特征的重要性,得到一个标准的条形图(multi-class则生成堆叠的条形图)
  shap.summary_plot(shap_values, X, plot_type="bar")

  Interaction Values
  interaction value是将SHAP值推广到更高阶交互的一种方法。树模型实现了快速、精确的两两交互计算,这将为每个预测返回一个矩阵,其中主要影响在对角线上,交互影响在对角线外。这些数值往往揭示了有趣的隐藏关系(交互作用)
  shap_interaction_values = explainer.shap_interaction_values(X)
  shap.summary_plot(shap_interaction_values, X)

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