README.md

In 6chaoran/shapvis: functions for shap values visualization

shapvis

visualization functions for shap values from h2o package h2o.predict_contributions

Installation

install.packages('remotes')
remotes::install_github('6chaoran/shapvis')

Usage

shap_values_mtcars is the resulting data.frame from h2o.predict_contribution using mtcars as input data.

library(shapvis)

# variable importance
h2o.shap.varimp(shap_values_mtcars)

|variable | shap.value.mean| top_n| |:--------|---------------:|-----:| |wt | 2.1189705| 1| |cyl | 1.3284089| 2| |disp | 1.1661675| 3| |hp | 0.7075942| 4| |qsec | 0.3712314| 5| |drat | 0.1967453| 6| |carb | 0.0928105| 7| |gear | 0.0845765| 8| |am | 0.0078222| 9| |vs | 0.0073782| 10|

h2o.shap.varimp_plot(shap_values_mtcars, mtcars, plot_type = 'bar')

h2o.shap.varimp_plot(shap_values_mtcars, mtcars, plot_type = 'dot')

# pdp plots
plots <- list()
for(i in c('cyl','disp','hp','wt')){
 log <- ifelse(i == 'disp', TRUE, FALSE)
 plots[[i]] <- h2o.shap.dependency_plot(shap_values_mtcars, mtcars, i, log)
}
ggpubr::ggarrange(plotlist = plots, ncol = 2, nrow = 2)

# waterfall plot
h2o.shap.waterfall_plot(shap_values_mtcars, X = mtcars, idx = 1, type = 'bar', max.display = 5)

# added new arrow chart
h2o.shap.waterfall_plot(shap_values_mtcars, X = mtcars, idx = 1, type = 'arrow')

Shap values generation

from h2o.predict_contributions

h2o.init() 
hex <- as.h2o(mtcars) 
model <- h2o.gbm(x = setdiff(colnames(mtcars), 'mpg'), 
                 y = mpg',
                 min_rows = 3, 
                 training_frame = hex, 
                 nfolds = 3) 
shap_values_mtcars <- h2o.predict_contributions(model, hex)

Shap values example

original dataset - mtcars:

| | mpg| cyl| disp| hp| drat| wt| qsec| vs| am| gear| carb| |:-----------------|----:|---:|----:|---:|----:|-----:|-----:|--:|--:|----:|----:| |Mazda RX4 | 21.0| 6| 160| 110| 3.90| 2.620| 16.46| 0| 1| 4| 4| |Mazda RX4 Wag | 21.0| 6| 160| 110| 3.90| 2.875| 17.02| 0| 1| 4| 4| |Datsun 710 | 22.8| 4| 108| 93| 3.85| 2.320| 18.61| 1| 1| 4| 1| |Hornet 4 Drive | 21.4| 6| 258| 110| 3.08| 3.215| 19.44| 1| 0| 3| 1| |Hornet Sportabout | 18.7| 8| 360| 175| 3.15| 3.440| 17.02| 0| 0| 3| 2| |Valiant | 18.1| 6| 225| 105| 2.76| 3.460| 20.22| 1| 0| 3| 1|

shap values - shap_values_mtcars:

| cyl| disp| hp| drat| wt| qsec| vs| am| gear| carb| BiasTerm| |-----:|-----:|----:|-----:|-----:|-----:|-----:|-----:|-----:|-----:|--------:| | 1.57| -0.46| 0.15| 0.21| -0.52| 0.02| -0.02| 0.01| -0.04| -0.08| 20.09| | 1.43| -0.47| 0.19| 0.22| -0.44| 0.22| -0.02| 0.01| -0.04| -0.09| 20.09| | 2.06| -0.34| 1.69| 0.07| -0.42| -0.45| 0.01| 0.01| -0.06| 0.05| 20.09| | 1.49| -0.40| 0.14| 0.06| -0.31| 0.20| 0.02| 0.00| -0.03| 0.11| 20.09| | -0.85| -0.21| 0.20| 0.14| -1.59| 0.79| 0.00| -0.01| -0.04| 0.19| 20.09| | 1.22| -0.46| 0.01| -0.33| -2.35| -0.16| 0.01| 0.00| -0.02| 0.06| 20.09|

6chaoran/shapvis documentation built on July 29, 2020, 5:31 p.m.