Add TreeShap explainer

SeldonIO · Sep 2, 2020 · 094bf25 · 094bf25
1 parent 2285b68
commit 094bf25
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Showing 8 changed files with 422 additions and 11 deletions.
diff --git a/components/alibi-explain-server/Makefile b/components/alibi-explain-server/Makefile
@@ -181,3 +181,14 @@ run_explainer_integratedgradients_docker:
 
 curl_explain_imdb:
 	curl -d '{"data": {"ndarray":[[   0,    0,    0,    0,    0,    0,    0,    0,    0,    0,    0, 0,    0,    0,    0,    0,    0,    0,    0,    0,    0,    0, 0,    0,    0,    0,    0,    0,    0,    0,    0,    0,    1, 591,  202,   14,   31,    6,  717,   10,   10,    2,    2,    5, 4,  360,    7,    4,  177, 5760,  394,  354,    4,  123,    9, 1035, 1035, 1035,   10,   10,   13,   92,  124,   89,  488, 7944, 100,   28, 1668,   14,   31,   23,   27, 7479,   29,  220,  468, 8,  124,   14,  286,  170,    8,  157,   46,    5,   27,  239, 16,  179,    2,   38,   32,   25, 7944,  451,  202,   14,    6, 717]]}}'    -X POST http://localhost:8080/api/v1.0/explain    -H "Content-Type: application/json"
+
+
+#
+# Test Tree Shap
+#
+
+run_explainer_treeshap:
+	python -m alibiexplainer --model_name adult --protocol seldon.http --storage_uri gs://seldon-models/xgboost/adult/tree_shap_py36_0.5.2 TreeShap
+
+run_explainer_treeshap_docker:
+	docker run --rm -d --name "explainer" --network=host -p 8080:8080 seldonio/${IMAGE}:${VERSION} --model_name adult --protocol seldon.http --storage_uri gs://seldon-models/xgboost/adult/tree_shap_py36_0.5.2 TreeShap
diff --git a/components/alibi-explain-server/alibiexplainer/explainer.py b/components/alibi-explain-server/alibiexplainer/explainer.py
@@ -26,6 +26,7 @@
 from alibiexplainer.anchor_tabular import AnchorTabular
 from alibiexplainer.anchor_text import AnchorText
 from alibiexplainer.kernel_shap import KernelShap
+from alibiexplainer.tree_shap import TreeShap
 from alibiexplainer.integrated_gradients import IntegratedGradients
 from alibiexplainer.explainer_wrapper import ExplainerWrapper
 from alibiexplainer.proto import prediction_pb2
@@ -59,6 +60,7 @@ class ExplainerMethod(Enum):
     anchor_text = "AnchorText"
     kernel_shap = "KernelShap"
     integrated_gradients = "IntegratedGradients"
+    tree_shap = "TreeShap"
 
     def __str__(self):
         return self.value
@@ -93,6 +95,8 @@ def __init__(self,
             self.wrapper = KernelShap(self._predict_fn, explainer, **config)
         elif self.method is ExplainerMethod.integrated_gradients:
             self.wrapper = IntegratedGradients(keras_model, **config)
+        elif self.method is ExplainerMethod.tree_shap:
+            self.wrapper = TreeShap(explainer, **config)
         else:
             raise NotImplementedError
 
@@ -135,7 +139,7 @@ def _predict_fn(self, arr: Union[np.ndarray, List]) -> np.ndarray:
     def explain(self, request: Dict) -> Any:
         if self.method is ExplainerMethod.anchor_tabular or self.method is ExplainerMethod.anchor_images or \
                 self.method is ExplainerMethod.anchor_text or self.method is ExplainerMethod.kernel_shap or \
-                self.method is ExplainerMethod.integrated_gradients:
+                self.method is ExplainerMethod.integrated_gradients or self.method is ExplainerMethod.tree_shap:
             if self.protocol == Protocol.tensorflow_http:
                 explanation: Explanation = self.wrapper.explain(request["instances"])
             else:

diff --git a/components/alibi-explain-server/alibiexplainer/parser.py b/components/alibi-explain-server/alibiexplainer/parser.py
@@ -268,6 +268,51 @@ def parse_args(sys_args):
         dest="explainer.internal_batch_size",
         default=argparse.SUPPRESS,
     )
+
+    # TreeShap Arguments
+    parser_tree_shap = subparsers.add_parser(str(ExplainerMethod.tree_shap))
+    addCommonParserArgs(parser_tree_shap)
+
+    parser_tree_shap.add_argument(
+        "--interactions",
+        type=str2bool,
+        action=GroupedAction,
+        dest="explainer.interactions",
+        default=argparse.SUPPRESS,
+    )
+
+    parser_tree_shap.add_argument(
+        "--approximate",
+        type=str2bool,
+        action=GroupedAction,
+        dest="explainer.approximate",
+        default=argparse.SUPPRESS,
+    )
+
+    parser_tree_shap.add_argument(
+        "--check_additivity",
+        type=str2bool,
+        action=GroupedAction,
+        dest="explainer.check_additivity",
+        default=argparse.SUPPRESS,
+    )
+
+    parser_tree_shap.add_argument(
+        "--tree_limit",
+        type=int,
+        action=GroupedAction,
+        dest="explainer.tree_limit",
+        default=argparse.SUPPRESS,
+    )
+
+    parser_tree_shap.add_argument(
+        "--summarise_result",
+        type=str2bool,
+        action=GroupedAction,
+        dest="explainer.summarise_result",
+        default=argparse.SUPPRESS,
+    )
+
     args, _ = parser.parse_known_args(sys_args)
 
     argdDict = vars(args).copy()

diff --git a/components/alibi-explain-server/alibiexplainer/tree_shap.py b/components/alibi-explain-server/alibiexplainer/tree_shap.py
@@ -0,0 +1,28 @@
+import logging
+import numpy as np
+import alibi
+from alibi.api.interfaces import Explanation
+from alibiexplainer.explainer_wrapper import ExplainerWrapper
+from alibiexplainer.constants import SELDON_LOGLEVEL
+from typing import List, Optional
+
+logging.basicConfig(level=SELDON_LOGLEVEL)
+
+
+class TreeShap(ExplainerWrapper):
+    def __init__(
+        self,
+        explainer: Optional[alibi.explainers.TreeShap],
+        **kwargs
+    ):
+        if explainer is None:
+            raise Exception("Tree Shap requires a built explainer")
+        self.tree_shap = explainer
+        self.kwargs = kwargs
+
+    def explain(self, inputs: List) -> Explanation:
+        arr = np.array(inputs)
+        logging.info("Tree Shap call with %s", self.kwargs)
+        logging.info("kernel shap data shape %s",arr.shape)
+        shap_exp = self.tree_shap.explain(arr, **self.kwargs)
+        return shap_exp
diff --git a/components/alibi-explain-server/setup.py b/components/alibi-explain-server/setup.py
@@ -38,7 +38,9 @@
         "requests>=2.22.0",
         "joblib>=0.13.2",
         "dill>=0.3.0",
-        "grpcio>=1.22.0"
+        "grpcio>=1.22.0",
+        "xgboost==1.0.2",
+        "shap==0.35.0"
     ],
     tests_require=tests_require,
     extras_require={'test': tests_require}

diff --git a/components/alibi-explain-server/tests/test_tree_shap.py b/components/alibi-explain-server/tests/test_tree_shap.py
@@ -0,0 +1,25 @@
+from alibiexplainer.tree_shap import TreeShap
+import kfserving
+import os
+import dill
+from alibi.datasets import fetch_adult
+import numpy as np
+import json
+ADULT_EXPLAINER_URI = "gs://seldon-models/xgboost/adult/tree_shap_py36_0.5.2"
+EXPLAINER_FILENAME = "explainer.dill"
+
+
+def test_kernel_shap():
+    os.environ.clear()
+    alibi_model = os.path.join(
+        kfserving.Storage.download(ADULT_EXPLAINER_URI), EXPLAINER_FILENAME
+    )
+    with open(alibi_model, "rb") as f:
+        alibi_model = dill.load(f)
+        tree_shap = TreeShap(alibi_model)
+        adult = fetch_adult()
+        X_test = adult.data[30001:, :]
+        np.random.seed(0)
+        explanation = tree_shap.explain(X_test[0:1].tolist())
+        exp_json = json.loads(explanation.to_json())
+        print(exp_json)