Add lightgbm treeSHAP support

.Rproj.user/shared/notebooks/paths

@@ -1,49 +1,3 @@
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+/Users/bgreenwell/Dropbox/devel/fastshap/R/gen_pkg_bib.R="E1B8FA98"
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+/Users/bgreenwell/Dropbox/devel/fastshap/rjournal/greenwell.bib="6C1920D6"

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: fastshap
 Type: Package
 Title: Fast Approximate Shapley Values
-Version: 0.0.5
+Version: 0.0.6
 Authors@R: person("Brandon", "Greenwell", email = "greenwell.brandon@gmail.com", role =
          c("aut", "cre"), comment = c(ORCID = "0000-0002-8120-0084"))
 Description: Computes fast (relative to other implementations) approximate 
@@ -32,8 +32,9 @@ Suggests:
     rstudioapi,
     tinytest,
     titanic,
-    xgboost
+    xgboost,
+    lightgbm
 LinkingTo: 
     Rcpp,
     RcppArmadillo
-RoxygenNote: 7.0.2
+RoxygenNote: 7.1.1

NEWS.md

@@ -1,3 +1,9 @@
+# fastshap 0.0.6
+
+## Enhancements
+
+* Function `explain()` with `exact = TRUE` has received a method for LightGBM models.
+
 # fastshap 0.0.5
 
 ## Bug fixes

R/explain.R

@@ -83,8 +83,8 @@ explain_column <- function(object, X, column, pred_wrapper, newdata = NULL) {
 #' 
 #' Compute fast (approximate) Shapley values for a set of features.
 #' 
-#' @param object A fitted model object (e.g., a \code{\link[ranger]{ranger}} or
-#' an \code{\link[xgboost]{xgboost}} object).
+#' @param object A fitted model object (e.g., a \code{\link[ranger]{ranger}}, 
+#' an \code{\link[xgboost]{xgboost}}, or a \code{\link[lightgbm]{lightgbm}} object).
 #'
 #' @param feature_names Character string giving the names of the predictor
 #' variables (i.e., features) of interest. If \code{NULL} (default) they will be
@@ -125,9 +125,9 @@ explain_column <- function(object, X, column, pred_wrapper, newdata = NULL) {
 #' training data (i.e., \code{X}).
 #' 
 #' @param exact Logical indicating whether to compute exact Shapley values. 
-#' Currently only available for \code{\link[stats]{lm}} and 
-#' \code{\link[xgboost]{xgboost}} objects. Default is \code{FALSE}. Note 
-#' that setting \code{exact = TRUE} will return explanations for each of the 
+#' Currently only available for \code{\link[stats]{lm}},  
+#' \code{\link[xgboost]{xgboost}}, and \code{\link[lightgbm]{lightgbm}} objects. 
+#' Default is \code{FALSE}. Note that setting \code{exact = TRUE} will return explanations for each of the 
 #' \code{\link[stats]{terms}} in an \code{\link[stats]{lm}} object.
 #' 
 #' @param ... Additional optional arguments to be passed on to
@@ -366,3 +366,28 @@ explain.xgb.Booster <- function(object, feature_names = NULL, X = NULL, nsim = 1
                     pred_wrapper = pred_wrapper, newdata = newdata, ...)
   }
 }
+
+#' @rdname explain
+#' 
+#' @export
+explain.lgb.Booster <- function(object, feature_names = NULL, X = NULL, nsim = 1, 
+                                pred_wrapper, newdata = NULL, exact = FALSE, 
+                                ...) {
+  if (isTRUE(exact)) {  # use TreeSHAP
+    if (is.null(X) && is.null(newdata)) {
+      stop("Must supply `X` or `newdata` argument (but not both).", 
+           call. = FALSE)
+    }
+    X <- if (is.null(X)) newdata else X
+    res <- stats::predict(object, data = X, predcontrib = TRUE, ...)
+    colnames(res) <- c(colnames(X), "BIAS")
+    res <- tibble::as_tibble(res)
+    attr(res, which = "baseline") <- res[["BIAS"]]
+    res[["BIAS"]] <- NULL
+    class(res) <- c(class(res), "explain")
+    res
+  } else {
+    explain.default(object, feature_names = feature_names, X = X, nsim = nsim,
+                    pred_wrapper = pred_wrapper, newdata = newdata, ...)
+  }
+}

R/gen_pkg_bib.R

@@ -0,0 +1,38 @@
+# # Grab cited packages from Rmd file
+# lines <- readLines("rjournal/greenwell-boehmke.Rmd")
+# z <- sapply(lines, FUN = function(x) {
+#   stringi::stri_extract(x, pattern = "pkg\\{[:alnum:]*\\}", regex = TRUE)
+# })
+# z <- unname(sort(unique(z)))
+# z <- gsub("^pkg\\{", replacement = "", x = z)
+# z <- gsub("\\}$", replacement = "", x = z)
+
+# Remove current bib files, if they exist
+files <- c("rjournal/greenwell.bib", "rjournal/packages.bib")
+for (f in files) {
+  if (file.exists(f)) {
+    file.remove(f)
+  }
+}
+
+# List of cited packages to include in the bibliography
+pkgs <- c(
+  "iBreakDown",
+  "iml",
+  "fastshap",
+  "Rcpp",
+  "reticulate",
+  "SHAPforxgboost",
+  "shapper"
+)
+
+# Make sure the packages listed above are installed and up to date
+required_pkgs <- setdiff(pkgs, installed.packages()[, "Package"])
+install.packages(required_pkgs)
+
+# Generate bibliography
+knitr::write_bib(pkgs, file = "rjournal/greenwell.bib", tweak = TRUE,
+                 width = NULL, prefix = "R-")
+
+# Create new bib file
+file.append("rjournal/greenwell.bib", "rjournal/general.bib")