#' SHAP contribution dependency plots #' #' Visualizing the SHAP feature contribution to prediction dependencies on feature value. #' #' @param data data as a \code{matrix} or \code{dgCMatrix}. #' @param shap_contrib a matrix of SHAP contributions that was computed earlier for the above #' \code{data}. When it is NULL, it is computed internally using \code{model} and \code{data}. #' @param features a vector of either column indices or of feature names to plot. When it is NULL, #' feature importance is calculated, and \code{top_n} high ranked features are taken. #' @param top_n when \code{features} is NULL, top_n [1, 100] most important features in a model are taken. #' @param model an \code{xgb.Booster} model. It has to be provided when either \code{shap_contrib} #' or \code{features} is missing. #' @param trees passed to \code{\link{xgb.importance}} when \code{features = NULL}. #' @param target_class is only relevant for multiclass models. When it is set to a 0-based class index, #' only SHAP contributions for that specific class are used. #' If it is not set, SHAP importances are averaged over all classes. #' @param approxcontrib passed to \code{\link{predict.xgb.Booster}} when \code{shap_contrib = NULL}. #' @param subsample a random fraction of data points to use for plotting. When it is NULL, #' it is set so that up to 100K data points are used. #' @param n_col a number of columns in a grid of plots. #' @param col color of the scatterplot markers. #' @param pch scatterplot marker. #' @param discrete_n_uniq a maximal number of unique values in a feature to consider it as discrete. #' @param discrete_jitter an \code{amount} parameter of jitter added to discrete features' positions. #' @param ylab a y-axis label in 1D plots. #' @param plot_NA whether the contributions of cases with missing values should also be plotted. #' @param col_NA a color of marker for missing value contributions. #' @param pch_NA a marker type for NA values. #' @param pos_NA a relative position of the x-location where NA values are shown: #' \code{min(x) + (max(x) - min(x)) * pos_NA}. #' @param plot_loess whether to plot loess-smoothed curves. The smoothing is only done for features with #' more than 5 distinct values. #' @param col_loess a color to use for the loess curves. #' @param span_loess the \code{span} parameter in \code{\link[stats]{loess}}'s call. #' @param which whether to do univariate or bivariate plotting. NOTE: only 1D is implemented so far. #' @param plot whether a plot should be drawn. If FALSE, only a list of matrices is returned. #' @param ... other parameters passed to \code{plot}. #' #' @details #' #' These scatterplots represent how SHAP feature contributions depend of feature values. #' The similarity to partial dependency plots is that they also give an idea for how feature values #' affect predictions. However, in partial dependency plots, we usually see marginal dependencies #' of model prediction on feature value, while SHAP contribution dependency plots display the estimated #' contributions of a feature to model prediction for each individual case. #' #' When \code{plot_loess = TRUE} is set, feature values are rounded to 3 significant digits and #' weighted LOESS is computed and plotted, where weights are the numbers of data points #' at each rounded value. #' #' Note: SHAP contributions are shown on the scale of model margin. E.g., for a logistic binomial objective, #' the margin is prediction before a sigmoidal transform into probability-like values. #' Also, since SHAP stands for "SHapley Additive exPlanation" (model prediction = sum of SHAP #' contributions for all features + bias), depending on the objective used, transforming SHAP #' contributions for a feature from the marginal to the prediction space is not necessarily #' a meaningful thing to do. #' #' @return #' #' In addition to producing plots (when \code{plot=TRUE}), it silently returns a list of two matrices: #' \itemize{ #' \item \code{data} the values of selected features; #' \item \code{shap_contrib} the contributions of selected features. #' } #' #' @references #' #' Scott M. Lundberg, Su-In Lee, "A Unified Approach to Interpreting Model Predictions", NIPS Proceedings 2017, \url{https://arxiv.org/abs/1705.07874} #' #' Scott M. Lundberg, Su-In Lee, "Consistent feature attribution for tree ensembles", \url{https://arxiv.org/abs/1706.06060} #' #' @examples #' #' data(agaricus.train, package='xgboost') #' data(agaricus.test, package='xgboost') #' #' bst <- xgboost(agaricus.train$data, agaricus.train$label, nrounds = 50, #' eta = 0.1, max_depth = 3, subsample = .5, #' method = "hist", objective = "binary:logistic", nthread = 2, verbose = 0) #' #' xgb.plot.shap(agaricus.test$data, model = bst, features = "odor=none") #' contr <- predict(bst, agaricus.test$data, predcontrib = TRUE) #' xgb.plot.shap(agaricus.test$data, contr, model = bst, top_n = 12, n_col = 3) #' xgb.ggplot.shap.summary(agaricus.test$data, contr, model = bst, top_n = 12) # Summary plot #' #' # multiclass example - plots for each class separately: #' nclass <- 3 #' nrounds <- 20 #' x <- as.matrix(iris[, -5]) #' set.seed(123) #' is.na(x[sample(nrow(x) * 4, 30)]) <- TRUE # introduce some missing values #' mbst <- xgboost(data = x, label = as.numeric(iris$Species) - 1, nrounds = nrounds, #' max_depth = 2, eta = 0.3, subsample = .5, nthread = 2, #' objective = "multi:softprob", num_class = nclass, verbose = 0) #' trees0 <- seq(from=0, by=nclass, length.out=nrounds) #' col <- rgb(0, 0, 1, 0.5) #' xgb.plot.shap(x, model = mbst, trees = trees0, target_class = 0, top_n = 4, #' n_col = 2, col = col, pch = 16, pch_NA = 17) #' xgb.plot.shap(x, model = mbst, trees = trees0 + 1, target_class = 1, top_n = 4, #' n_col = 2, col = col, pch = 16, pch_NA = 17) #' xgb.plot.shap(x, model = mbst, trees = trees0 + 2, target_class = 2, top_n = 4, #' n_col = 2, col = col, pch = 16, pch_NA = 17) #' xgb.ggplot.shap.summary(x, model = mbst, target_class = 0, top_n = 4) # Summary plot #' #' @rdname xgb.plot.shap #' @export xgb.plot.shap <- function(data, shap_contrib = NULL, features = NULL, top_n = 1, model = NULL, trees = NULL, target_class = NULL, approxcontrib = FALSE, subsample = NULL, n_col = 1, col = rgb(0, 0, 1, 0.2), pch = '.', discrete_n_uniq = 5, discrete_jitter = 0.01, ylab = "SHAP", plot_NA = TRUE, col_NA = rgb(0.7, 0, 1, 0.6), pch_NA = '.', pos_NA = 1.07, plot_loess = TRUE, col_loess = 2, span_loess = 0.5, which = c("1d", "2d"), plot = TRUE, ...) { data_list <- xgb.shap.data( data = data, shap_contrib = shap_contrib, features = features, top_n = top_n, model = model, trees = trees, target_class = target_class, approxcontrib = approxcontrib, subsample = subsample, max_observations = 100000 ) data <- data_list[["data"]] shap_contrib <- data_list[["shap_contrib"]] features <- colnames(data) which <- match.arg(which) if (which == "2d") stop("2D plots are not implemented yet") if (n_col > length(features)) n_col <- length(features) if (plot && which == "1d") { op <- par(mfrow = c(ceiling(length(features) / n_col), n_col), oma = c(0, 0, 0, 0) + 0.2, mar = c(3.5, 3.5, 0, 0) + 0.1, mgp = c(1.7, 0.6, 0)) for (f in features) { ord <- order(data[, f]) x <- data[, f][ord] y <- shap_contrib[, f][ord] x_lim <- range(x, na.rm = TRUE) y_lim <- range(y, na.rm = TRUE) do_na <- plot_NA && any(is.na(x)) if (do_na) { x_range <- diff(x_lim) loc_na <- min(x, na.rm = TRUE) + x_range * pos_NA x_lim <- range(c(x_lim, loc_na)) } x_uniq <- unique(x) x2plot <- x # add small jitter for discrete features with <= 5 distinct values if (length(x_uniq) <= discrete_n_uniq) x2plot <- jitter(x, amount = discrete_jitter * min(diff(x_uniq), na.rm = TRUE)) plot(x2plot, y, pch = pch, xlab = f, col = col, xlim = x_lim, ylim = y_lim, ylab = ylab, ...) grid() if (plot_loess) { # compress x to 3 digits, and mean-aggregate y zz <- data.table(x = signif(x, 3), y)[, .(.N, y = mean(y)), x] if (nrow(zz) <= 5) { lines(zz$x, zz$y, col = col_loess) } else { lo <- stats::loess(y ~ x, data = zz, weights = zz$N, span = span_loess) zz$y_lo <- predict(lo, zz, type = "link") lines(zz$x, zz$y_lo, col = col_loess) } } if (do_na) { i_na <- which(is.na(x)) x_na <- rep(loc_na, length(i_na)) x_na <- jitter(x_na, amount = x_range * 0.01) points(x_na, y[i_na], pch = pch_NA, col = col_NA) } } par(op) } if (plot && which == "2d") { # TODO warning("Bivariate plotting is currently not available.") } invisible(list(data = data, shap_contrib = shap_contrib)) } #' SHAP contribution dependency summary plot #' #' Compare SHAP contributions of different features. #' #' A point plot (each point representing one sample from \code{data}) is #' produced for each feature, with the points plotted on the SHAP value axis. #' Each point (observation) is coloured based on its feature value. The plot #' hence allows us to see which features have a negative / positive contribution #' on the model prediction, and whether the contribution is different for larger #' or smaller values of the feature. We effectively try to replicate the #' \code{summary_plot} function from https://github.com/slundberg/shap. #' #' @inheritParams xgb.plot.shap #' #' @return A \code{ggplot2} object. #' @export #' #' @examples # See \code{\link{xgb.plot.shap}}. #' @seealso \code{\link{xgb.plot.shap}}, \code{\link{xgb.ggplot.shap.summary}}, #' \url{https://github.com/slundberg/shap} xgb.plot.shap.summary <- function(data, shap_contrib = NULL, features = NULL, top_n = 10, model = NULL, trees = NULL, target_class = NULL, approxcontrib = FALSE, subsample = NULL) { # Only ggplot implementation is available. xgb.ggplot.shap.summary(data, shap_contrib, features, top_n, model, trees, target_class, approxcontrib, subsample) } #' Prepare data for SHAP plots. To be used in xgb.plot.shap, xgb.plot.shap.summary, etc. #' Internal utility function. #' #' @inheritParams xgb.plot.shap #' @keywords internal #' #' @return A list containing: 'data', a matrix containing sample observations #' and their feature values; 'shap_contrib', a matrix containing the SHAP contribution #' values for these observations. xgb.shap.data <- function(data, shap_contrib = NULL, features = NULL, top_n = 1, model = NULL, trees = NULL, target_class = NULL, approxcontrib = FALSE, subsample = NULL, max_observations = 100000) { if (!is.matrix(data) && !inherits(data, "dgCMatrix")) stop("data: must be either matrix or dgCMatrix") if (is.null(shap_contrib) && (is.null(model) || !inherits(model, "xgb.Booster"))) stop("when shap_contrib is not provided, one must provide an xgb.Booster model") if (is.null(features) && (is.null(model) || !inherits(model, "xgb.Booster"))) stop("when features are not provided, one must provide an xgb.Booster model to rank the features") if (!is.null(shap_contrib) && (!is.matrix(shap_contrib) || nrow(shap_contrib) != nrow(data) || ncol(shap_contrib) != ncol(data) + 1)) stop("shap_contrib is not compatible with the provided data") if (is.character(features) && is.null(colnames(data))) stop("either provide `data` with column names or provide `features` as column indices") if (is.null(model$feature_names) && model$nfeatures != ncol(data)) stop("if model has no feature_names, columns in `data` must match features in model") if (!is.null(subsample)) { idx <- sample(x = seq_len(nrow(data)), size = as.integer(subsample * nrow(data)), replace = FALSE) } else { idx <- seq_len(min(nrow(data), max_observations)) } data <- data[idx, ] if (is.null(colnames(data))) { colnames(data) <- paste0("X", seq_len(ncol(data))) } if (!is.null(shap_contrib)) { if (is.list(shap_contrib)) { # multiclass: either choose a class or merge shap_contrib <- if (!is.null(target_class)) shap_contrib[[target_class + 1]] else Reduce("+", lapply(shap_contrib, abs)) } shap_contrib <- shap_contrib[idx, ] if (is.null(colnames(shap_contrib))) { colnames(shap_contrib) <- paste0("X", seq_len(ncol(data))) } } else { shap_contrib <- predict(model, newdata = data, predcontrib = TRUE, approxcontrib = approxcontrib) if (is.list(shap_contrib)) { # multiclass: either choose a class or merge shap_contrib <- if (!is.null(target_class)) shap_contrib[[target_class + 1]] else Reduce("+", lapply(shap_contrib, abs)) } } if (is.null(features)) { if (!is.null(model$feature_names)) { imp <- xgb.importance(model = model, trees = trees) } else { imp <- xgb.importance(model = model, trees = trees, feature_names = colnames(data)) } top_n <- top_n[1] if (top_n < 1 | top_n > 100) stop("top_n: must be an integer within [1, 100]") features <- imp$Feature[1:min(top_n, NROW(imp))] } if (is.character(features)) { features <- match(features, colnames(data)) } shap_contrib <- shap_contrib[, features, drop = FALSE] data <- data[, features, drop = FALSE] list( data = data, shap_contrib = shap_contrib ) }