在SHAP中进行模型解释需要先创建一个explaine
作者：互联网
在SHAP中进行模型解释需要先创建一个explainer，SHAP支持很多类型的explainer(例如deep, gradient, kernel, linear, tree, sampling)，我们先以tree为例，因为它支持常用的XGB、LGB、CatBoost等树集成算法。
explainer = shap.TreeExplainer(model)
shap_values = explainer.shap_values(X) # 传入特征矩阵X，计算SHAP值
Local Interper
Local可解释性提供了预测的细节，侧重于解释单个预测是如何生成的。它可以帮助决策者信任模型，并且解释各个特征是如何影响模型单次的决策。
单个prediction的解释
SHAP提供极其强大的数据可视化功能，来展示模型或预测的解释结果。
# 可视化第一个prediction的解释 如果不想用JS,传入matplotlib=True
shap.force_plot(explainer.expected_value, shap_values[0,:], X.iloc[0,:])
上图的"explanation"展示了每个特征都各自有其贡献，将模型的预测结果从基本值(base value)推动到最终的取值(model output)；将预测推高的特征用红色表示，将预测推低的特征用蓝色表示
基本值(base_value)是我们传入数据集上模型预测值的均值，可以通过自己计算来验证：
y_base = explainer.expected_value
print(y_base)
pred = model.predict(xgboost.DMatrix(X))
print(pred.mean())
多个预测的解释
如果对多个样本进行解释，将上述形式旋转90度然后水平并排放置，我们可以看到整个数据集的explanations ：
shap.force_plot(explainer.expected_value, shap_values, X)
Global Interper
Global可解释性：寻求理解模型的overall structure(总体结构)。这往往比解释单个预测困难得多，因为它涉及到对模型的一般工作原理作出说明，而不仅仅是一个预测。
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标签：SHAP,E5%,创建,explaine,tag,27777,E4%,news,com 来源： https://blog.csdn.net/m0_55832776/article/details/114461742