R/sv_dependence.R

In shapviz: SHAP Visualizations

#' SHAP Dependence Plot
#'
#' Scatterplot of the SHAP values of a feature against its feature values.
#' If SHAP interaction values are available, setting `interactions = TRUE` allows
#' to focus on pure interaction effects (multiplied by two) or on pure main effects.
#' By default, the feature on the color scale is selected via SHAP interactions
#' (if available) or an interaction heuristic, see [potential_interactions()].
#'
#' @importFrom rlang .data
#'
#' @param object An object of class "(m)shapviz".
#' @param v Column name of feature to be plotted. Can be a vector/list if `object` is
#'   of class "shapviz".
#' @param color_var Feature name to be used on the color scale to investigate
#'   interactions. The default ("auto") uses SHAP interaction values (if available),
#'   or a heuristic to select the strongest interacting feature. Set to `NULL` to not
#'   use the color axis. Can be a vector/list if `object` is of class "shapviz".
#' @param color Color to be used if `color_var = NULL`. Can be a vector/list if `v`
#'   is a vector.
#' @param viridis_args List of viridis color scale arguments, see
#'   `?ggplot2::scale_color_viridis_c`. The default points to the global option
#'   `shapviz.viridis_args`, which corresponds to
#'   `list(begin = 0.25, end = 0.85, option = "inferno")`.
#'   These values are passed to `ggplot2::scale_color_viridis_*()`.
#'   For example, to switch to a standard viridis scale, you can either change the
#'   default via `options(shapviz.viridis_args = list())`, or set
#'   `viridis_args = list()`. Only relevant if `color_var` is not `NULL`.
#' @param jitter_width The amount of horizontal jitter. The default (`NULL`) will
#'   use a value of 0.2 in case `v` is discrete, and no jitter otherwise.
#'   (Numeric variables are considered discrete if they have at most 7 unique values.)
#'   Can be a vector/list if `v` is a vector.
#' @param interactions Should SHAP interaction values be plotted? Default is `FALSE`.
#'   Requires SHAP interaction values. If `color_var = NULL` (or it is equal to `v`),
#'   the pure main effect of `v` is visualized. Otherwise, twice the SHAP interaction
#'   values between `v` and the `color_var` are plotted.
#' @param ih_nbins,ih_color_num,ih_scale,ih_adjusted Interaction heuristic (ih)
#'   parameters used to select the color variable, see [potential_interactions()].
#'   Only used if `color_var = "auto"` and if there are no SHAP interaction values.
#' @param ... Arguments passed to [ggplot2::geom_jitter()].
#' @returns An object of class "ggplot" (or "patchwork") representing a dependence plot.
#' @examples
#' dtrain <- xgboost::xgb.DMatrix(
#'   data.matrix(iris[, -1]), label = iris[, 1], nthread = 1
#' )
#' fit <- xgboost::xgb.train(data = dtrain, nrounds = 10, nthread = 1)
#' x <- shapviz(fit, X_pred = dtrain, X = iris)
#' sv_dependence(x, "Petal.Length")
#' sv_dependence(x, "Petal.Length", color_var = "Species")
#' sv_dependence(x, "Petal.Length", color_var = NULL)
#' sv_dependence(x, c("Species", "Petal.Length"))
#' sv_dependence(x, "Petal.Width", color_var = c("Species", "Petal.Length"))
#'
#' # SHAP interaction values/main effects
#' x2 <- shapviz(fit, X_pred = dtrain, X = iris, interactions = TRUE)
#' sv_dependence(x2, "Petal.Length", interactions = TRUE)
#' sv_dependence(
#'   x2, c("Petal.Length", "Species"), color_var = NULL, interactions = TRUE
#' )
#' @export
#' @seealso [potential_interactions()]
sv_dependence <- function(object, ...) {
  UseMethod("sv_dependence")
}

#' @describeIn sv_dependence
#'   Default method.
#' @export
sv_dependence.default <- function(object, ...) {
  stop("No default method available.")
}

#' @describeIn sv_dependence
#'   SHAP dependence plot for "shapviz" object.
#' @export
sv_dependence.shapviz <- function(object, v, color_var = "auto", color = "#3b528b",
                                  viridis_args = getOption("shapviz.viridis_args"),
                                  jitter_width = NULL, interactions = FALSE,
                                  ih_nbins = NULL, ih_color_num = TRUE,
                                  ih_scale = FALSE, ih_adjusted = FALSE, ...) {
  p <- length(v)
  if (p > 1L || length(color_var) > 1L) {
    if (is.null(color_var)) {
      color_var <- replicate(p, NULL)
    }
    if (is.null(jitter_width)) {
      jitter_width <- replicate(p, NULL)
    }
    plot_list <- mapply(
      FUN = sv_dependence,
      v = v,
      color_var = color_var,
      color = color,
      jitter_width = jitter_width,
      MoreArgs = list(
        object = object,
        viridis_args = viridis_args,
        interactions = interactions,
        ih_nbins = ih_nbins,
        ih_color_num = ih_color_num,
        ih_scale = ih_scale,
        ih_adjusted = ih_adjusted,
        ...
      ),
      SIMPLIFY = FALSE
    )
    nms <- if (length(v) > 1L) v
    plot_list <- add_titles(plot_list, nms = nms)  # see sv_waterfall()
    return(patchwork::wrap_plots(plot_list))
  }

  S <- get_shap_values(object)
  X <- get_feature_values(object)
  S_inter <- get_shap_interactions(object)
  nms <- colnames(object)
  stopifnot(
    v %in% nms,
    is.null(color_var) || (color_var %in% c("auto", nms))
  )
  if (interactions && is.null(S_inter)) {
    stop("No SHAP interaction values available in 'object'.")
  }

  # Set jitter value
  if (is.null(jitter_width)) {
    jitter_width <- 0.2 * .is_discrete(X[[v]], n_unique = 7L)
  }

  # Set color value if "auto"
  if (!is.null(color_var) && color_var == "auto" && !("auto" %in% nms)) {
    scores <- potential_interactions(
      object,
      v,
      nbins = ih_nbins,
      color_num = ih_color_num,
      scale = ih_scale,
      adjusted = ih_adjusted
    )
    # 'scores' can be NULL, or a sorted vector like c(0.1, 0, -0.01, NA)
    # Thus, let's take the first positive one (or NULL)
    scores <- scores[!is.na(scores) & scores > 0]  # NULL stays NULL
    color_var <- if (length(scores) >= 1L) names(scores)[1L]
  }
  if (isTRUE(interactions)) {
    if (is.null(color_var)) {
      color_var <- v
    }
    if (color_var == v) {
      y_lab <- "SHAP main effect"
    } else {
      y_lab <- "SHAP interaction"
    }
    s <- S_inter[, v, color_var]
    if (color_var != v) {
      s <- 2 * s  # Off-diagonals need to be multiplied by 2 for symmetry reasons
    }
  } else {
    y_lab <- "SHAP value"
    s <- S[, v]
  }
  dat <- data.frame(s, X[[v]])
  colnames(dat) <- c("shap", v)
  if (is.null(color_var) || color_var == v) {
    p <- ggplot2::ggplot(dat, ggplot2::aes(x = .data[[v]], y = shap)) +
      ggplot2::geom_jitter(color = color, width = jitter_width, height = 0, ...) +
      ggplot2::ylab(y_lab)
    return(p)
  }
  dat[[color_var]] <- X[[color_var]]
  if (.is_discrete(dat[[color_var]], n_unique = 0L)) {  # only if non-numeric
    vir <- ggplot2::scale_color_viridis_d
  } else {
    vir <- ggplot2::scale_color_viridis_c
  }
  if (is.null(viridis_args)) {
    viridis_args <- list()
  }
  ggplot2::ggplot(
    dat, ggplot2::aes(x = .data[[v]], y = shap, color = .data[[color_var]])
  ) +
    ggplot2::geom_jitter(width = jitter_width, height = 0, ...) +
    ggplot2::ylab(y_lab) +
    do.call(vir, viridis_args) +
    ggplot2::theme(legend.box.spacing = grid::unit(0, "pt"))
}

#' @describeIn sv_dependence
#'   SHAP dependence plot for "mshapviz" object.
#' @export
sv_dependence.mshapviz <- function(object, v, color_var = "auto", color = "#3b528b",
                                   viridis_args = getOption("shapviz.viridis_args"),
                                   jitter_width = NULL, interactions = FALSE,
                                   ih_nbins = NULL, ih_color_num = TRUE,
                                   ih_scale = FALSE, ih_adjusted = FALSE, ...) {
  stopifnot(
    length(v) == 1L,
    length(color_var) <= 1L
  )
  plot_list <- lapply(
    object,
    FUN = sv_dependence,
    # Argument list (simplify via match.call() or some rlang magic?)
    v = v,
    color_var = color_var,
    color = color,
    viridis_args = viridis_args,
    jitter_width = jitter_width,
    interactions = interactions,
    ih_nbins = ih_nbins,
    ih_color_num = ih_color_num,
    ih_scale = ih_scale,
    ih_adjusted = ih_adjusted,
    ...
  )
  plot_list <- add_titles(plot_list, nms = names(object))  # see sv_waterfall()
  patchwork::wrap_plots(plot_list)
}

# Helper functions

# Checks if z is discrete
.is_discrete <- function(z, n_unique) {
  is.factor(z) || is.character(z) || is.logical(z) || (length(unique(z)) <= n_unique)
}