SHAP：将 shap 值从 KernelExplainer 导出到 pandas 数据帧

Question

我正在研究二元分类并使用 kernelExplainer 来解释我的模型（逻辑回归）的结果。

我的代码如下

X_train, X_test, y_train, y_test = train_test_split(X, y,test_size=0.30, random_state=42)
lr = LogisticRegression() # fit and predict statements not shown
masker = Independent(X_train, max_samples=100)
explainer = KernelExplainer(lr.predict,X_train)
bv = explainer.expected_value
sv = explainer.shap_values(X_train)

sdf_train = pd.DataFrame({
    'row_id': X_train.index.values.repeat(X_train.shape[1]),
    'feature': X_train.columns.to_list() * X_train.shape[0],
    'feature_value': X_train.values.flatten(),
    'base_value': bv,
    'shap_values': sv.values[:,:,1].flatten()  #error here I guess
})

但我首先遇到了以下错误。所以，我将最后一行更新为 'shap_values': pd.DataFrame(sv).values[:,1].flatten() 但我得到了下面显示的第二个错误

numpy.ndarray has no attribute values

ValueError: All arrays must be of the same length

关于数据类型，我的 X_train 是数据框，sv 是 numpy.ndarray

我希望我的输出如下所示（忽略基值的变化。它应该是恒定的）。但是输出结构如下

Answer 1

执行以下操作：

from sklearn.linear_model import LogisticRegression
from sklearn.datasets import load_breast_cancer
from sklearn.model_selection import train_test_split

from shap import KernelExplainer
from shap import sample

X, y = load_breast_cancer(return_X_y=True, as_frame=True)

X_train, X_test, y_train, y_test = train_test_split(X, y,test_size=0.30, random_state=42)
lr = LogisticRegression(max_iter=10000).fit(X_train, y_train)
background = sample(X_train, 100)
explainer = KernelExplainer(lr.predict, background)
sv = explainer.shap_values(X_train)
bv = explainer.expected_value

注意 sv 的形状：

sv.shape

(398, 30)

这意味着：

sdf_train = pd.DataFrame({
    'row_id': X_train.index.values.repeat(X_train.shape[1]),
    'feature': X_train.columns.to_list() * X_train.shape[0],
    'feature_value': X_train.values.flatten(),
    'base_value': bv,
    'shap_values': sv.flatten()  #error here I guess
})
sdf_train

    row_id  feature feature_value   base_value  shap_values
0   149 mean radius 13.74000    0.67    0.000000
1   149 mean texture    17.91000    0.67    -0.014988
2   149 mean perimeter  88.12000    0.67    0.060759
3   149 mean area   585.00000   0.67    0.028677

SHAP：将 shap 值从 KernelExplainer 导出到 pandas 数据帧

SHAP: exporting shap values from KernelExplainer to pandas dataframe

python

pandas

dataframe

machine-learning

shap