set check_additivity=False for CausalForestDML (#458)

* set check_additivity=False for TreeExplainer

econml/_shap.py

@@ -150,7 +150,7 @@ def _shap_explain_model_cate(cme_model, models, X, d_t, d_y, featurizer=None, fe
  shap_outs = defaultdict(dict)
  for i in range(dt):
  try:
- explainer = shap.Explainer(models[i], background,
+ explainer = shap.Explainer(models[i], masker=background,
  feature_names=transformed_feature_names)
  except Exception as e:
  print("Final model can't be parsed, explain const_marginal_effect() instead!", repr(e))
@@ -160,7 +160,10 @@ def _shap_explain_model_cate(cme_model, models, X, d_t, d_y, featurizer=None, fe
  output_names=output_names_,
  input_names=input_names_,
  background_samples=background_samples)
- shap_out = explainer(F)
+ if explainer.__class__.__name__ == "Tree":
+ shap_out = explainer(F, check_additivity=False)
+ else:
+ shap_out = explainer(F)
  if dy > 1:
  for j in range(dy):
  base_values = shap_out.base_values[..., j]
@@ -323,7 +326,7 @@ def _shap_explain_multitask_model_cate(cme_model, multitask_model_cate, X, d_t,
  shap_outs = defaultdict(dict)
  for j in range(dy):
  try:
- explainer = shap.Explainer(multitask_model_cate[j], background,
+ explainer = shap.Explainer(multitask_model_cate[j], masker=background,
  feature_names=transformed_feature_names)
  except Exception as e:
  print("Final model can't be parsed, explain const_marginal_effect() instead!", repr(e))
@@ -334,7 +337,10 @@ def _shap_explain_multitask_model_cate(cme_model, multitask_model_cate, X, d_t,
  input_names=input_names_,
  background_samples=background_samples)
 
- shap_out = explainer(F)
+ if explainer.__class__.__name__ == "Tree":
+ shap_out = explainer(F, check_additivity=False)
+ else:
+ shap_out = explainer(F)
  if dt > 1:
  for i in range(dt):
  base_values = shap_out.base_values[..., i]

econml/tests/test_notebooks.py

@@ -14,6 +14,8 @@
  os.path.join(subdir, path) for subdir
  in _nbsubdirs for path in os.listdir(os.path.join(_nbdir, subdir)) if
  path.endswith('.ipynb')]
+# omit the lalonde notebook
+_notebooks = [nb for nb in _notebooks if "Lalonde" not in nb]
 
 
 @pytest.mark.parametrize("file", _notebooks)