SHAP - What Is Your Model Telling You? Interpret CatBoost Regression and Classification Outputs
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- เผยแพร่เมื่อ 4 มิ.ย. 2024
- Let's understand our models using SHAP - "SHapley Additive exPlanations" using Python and Catboost. Let's go over 2 hands-on examples, a regression, and classification, and analyze the SHAP summary plots. It's that powerful! And fun!
For source code:
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8:24 SHAP interpretation begins
Thank you for the video!
Great video, thanks! Just one little note: At 5:08 when you impute the age, this is actually data leakage. To avoid it, you should only use the average age of the training set in both training and validation sets. Cheers!
thanks for pointing that out. but i have a question, why not use the average of the training in the training set and the average of the validation set in the validation set?
Thank you so much for such a clear explanation of SHAP values and their interpretation.
Clear explanations, excellent work!
Thank you man, really interesting material. I will look and read more about it! You are a great teacher.
Thank you! Your videos are very interesting. I look forward to more.
Love you man, great video, exactly what I was looking for
Thank you for this video. Very helpful!
Thanks for sharing Manuel
Thank you Manuel for sharing your insight!
Thanks DHLee! (and thanks for pointing out the wrong source code)
Thanks! Very nice video.
loved it!
Great explanation..
Manuel, you re the best!
Great video!
thanks for the video, can Shap be used for lstm model intepretation? it seems there is some problem due to the 3d tensor format of the lstm output.
16:50 I guess maybe you have made a mistake. The x-axis do not give the amount it's affecting the model in the model's output unit. There is a non linear relationship between the SHAP values for features of an example and the prediction the model makes for this example.
Thanks, i was getting confused
Hello.
If we apply SHAP to a linear regression model... are those Phi_i equivalent to the coefficients of the regression model? Do they also take into account the variance as the p-values do?
How is the SHAP value for a variable different from the partial R^2?
Muchas Gracias Manuel, muy interesante este tema me lo habían recomendado, estoy en proceso de aprendizaje. Saludos
Gracias Alberto!
This video was really helpful! I was wondering, how would you interpret the SHAP graph when you have variables that don’t have a low/high value? Would you have to encode your variables a certain way in order to do this?
Great video, your material deserve more coverage!
Is there a way to download the ipynb notebook?
@amunatequi the plot you don't like is in fact the local plot for the purpose of explaining why an individual got a particular prediction. What you explained is the global explanation for the entire model. So in a case of credit decision making, the local explanation may be important. This is Albert
Hey Albert - always good to hear from you - thanks for clarifying this - will be helpful to me and many others!
And thanks for watching!!
As always, it was a great post. I am sure there will be a follow up for deep learning and SHAP like using it tf.keras
Sorry - had the wrong link to code - fixed now - thanks!
Kudos Manuel! What about to use SHAP or LIME for error analysis?
I can apply shap library and interpret the chart but what is final report out if it ??? Like what management / user expect from it ??? I can't see this chart to non-technical person . is there any report can be generated to draw any conclusion
Is the same could be done in R, thanks
I have a problem when I tried to use foce_plot for multiple Samples. "NotImplementedError: matplotlib = True is not yet supported for force plots with multiple samples!". Can you help-me?
Great talk. Thanks. BTW, I don't know how Shapley was connected with Washington Univ. He got his A.B. from Harvard and Ph.D. from Princeton.
hi sir, why is it grey at 10:24 ?
Why is the base value / expected value for the classification problem negative when the problem is a binary classifcation? I thought the expected value was the mean of, so how could it be negative if the only possible values for the target variable are 0 or 1?
Thanks for great SHAP workout. Is it only me or does he look like/ sound like Bil Burr of Data Science!! lol
Haha thanks, I'll take that as a compliment as am a big fan!
Hey Manuel，Thank you for a great instructional video， I learned your code, but at the end there was a problem. How do I solve this ，model_regressor = CatBoostRegressor(**params)，NameError: name 'params' is not defined。 thanks
params is a dictionary defined before.
@@paulguo7440 thank you very much, i got it
Seems your code to handle categorical variable is wrong. You can tell from your shape plot both CHAS and RAD are not considered :) something to do with your # convert to values to string piece of code.
Ankit Patel breaking bad YT video. And then tell me ReLU is not a switch. f(x)=x is connect, f(x)=0 is disconnect. A light switch in your house is binary on off, yet connects and disconnects a continuously variable AC voltage signal.
AI462 neural networks.