shapr

See the pkgdown site at norskregnesentral.github.io/shapr/ for a complete introduction with examples and documentation of the package.

NEWS

With shapr version 1.0.0 (GitHub only, Nov 2024) and version 1.0.1 (CRAN, Jan 2025), the package was subject to a major update, providing a full restructuring of the code based, and a full suit of new functionality, including:

• A long list of approaches for estimating the contribution/value function $v(S)$, including Variational Autoencoders, and regression-based methods
• Iterative Shapley value estimation with convergence detection
• Parallelized computations with progress updates
• Reweighted Kernel SHAP for faster convergence
• New function explain_forecast() for explaining forecasts
• Several other methodological, computational and user-experience improvements
• Python wrapper making the core functionality of shapr available in Python

See the NEWS for a complete list.

Coming from shapr < 1.0.0?

shapr version > 1.0.0 comes with a number of breaking changes. Most notably, we moved from using two function (shapr() and explain()) to a single function (explain()). In addition, custom models are now explained by passing the prediction function directly to explain(), quite a few input arguments got new names, and a few functions for edge cases was removed to simplify the code base.

Click here to view a version of this README with old syntax (v0.2.2).

Python wrapper

We provide an (experimental) Python wrapper (shaprpy) which allows explaining Python models with the methodology implemented in shapr, directly from Python. The wrapper calls R internally, and therefore requires an installation of R. See here for installation instructions and examples.

The package

The shapr R package implements an enhanced version of the Kernel SHAP method, for approximating Shapley values, with a strong focus on conditional Shapley values. The core idea is to remain completely model-agnostic while offering a variety of methods for estimating contribution functions, enabling accurate computation of conditional Shapley values across different feature types, dependencies, and distributions. The package also includes evaluation metrics to compare various approaches. With features like parallelized computations, convergence detection, progress updates, and extensive plotting options, shapr is as a highly efficient and user-friendly tool, delivering precise estimates of conditional Shapley values, which are critical for understanding how features truly contribute to predictions.

A basic example is provided below. Otherwise we refer to the pkgdown website and the different vignettes there for details and further examples.

Installation

shapr is available on CRAN and can be installed in R as:

install.packages("shapr")

To install the development version of shapr, available on GitHub, use

remotes::install_github("NorskRegnesentral/shapr")

To also install all dependencies, use

remotes::install_github("NorskRegnesentral/shapr", dependencies = TRUE)

Example

shapr supports computation of Shapley values with any predictive model which takes a set of numeric features and produces a numeric outcome.

The following example shows how a simple xgboost model is trained using the airquality dataset, and how shapr explains the individual predictions.

We first enable parallel computation and progress updates with the following code chunk. These are optional, but recommended for improved performance and user friendliness, particularly for problems with many features.

# Enable parallel computation
# Requires the future and future_lapply packages
future::plan("multisession", workers = 2) # Increase the number of workers for increased performance with many features

# Enable progress updates of the v(S)-computations
# Requires the progressr package
progressr::handlers(global = TRUE)
progressr::handlers("cli") # Using the cli package as backend (recommended for the estimates of the remaining time)

Here comes the actual example

library(xgboost)
library(shapr)

data("airquality")
data <- data.table::as.data.table(airquality)
data <- data[complete.cases(data), ]

x_var <- c("Solar.R", "Wind", "Temp", "Month")
y_var <- "Ozone"

ind_x_explain <- 1:6
x_train <- data[-ind_x_explain, ..x_var]
y_train <- data[-ind_x_explain, get(y_var)]
x_explain <- data[ind_x_explain, ..x_var]

# Looking at the dependence between the features
cor(x_train)
#>            Solar.R       Wind       Temp      Month
#> Solar.R  1.0000000 -0.1243826  0.3333554 -0.0710397
#> Wind    -0.1243826  1.0000000 -0.5152133 -0.2013740
#> Temp     0.3333554 -0.5152133  1.0000000  0.3400084
#> Month   -0.0710397 -0.2013740  0.3400084  1.0000000

# Fitting a basic xgboost model to the training data
model <- xgboost(
  data = as.matrix(x_train),
  label = y_train,
  nround = 20,
  verbose = FALSE
)

# Specifying the phi_0, i.e. the expected prediction without any features
p0 <- mean(y_train)

# Computing the Shapley values with kernelSHAP accounting for feature dependence using
# the empirical (conditional) distribution approach with bandwidth parameter sigma = 0.1 (default)
explanation <- explain(
  model = model,
  x_explain = x_explain,
  x_train = x_train,
  approach = "empirical",
  phi0 = p0
)
#> Note: Feature classes extracted from the model contains NA.
#> Assuming feature classes from the data are correct.
#> Success with message:
#> max_n_coalitions is NULL or larger than or 2^n_features = 16, 
#> and is therefore set to 2^n_features = 16.
#> 
#> ── Starting `shapr::explain()` at 2025-01-21 13:30:06 ──────────────────────────
#> • Model class: <xgb.Booster>
#> • Approach: empirical
#> • Iterative estimation: FALSE
#> • Number of feature-wise Shapley values: 4
#> • Number of observations to explain: 6
#> • Computations (temporary) saved at:
#> '/tmp/Rtmpf5zleu/shapr_obj_3676de5b39f33b.rds'
#> 
#> ── Main computation started ──
#> 
#> ℹ Using 16 of 16 coalitions.

# Printing the Shapley values for the test data.
# For more information about the interpretation of the values in the table, see ?shapr::explain.
print(explanation$shapley_values_est)
#>    explain_id     none    Solar.R      Wind      Temp      Month
#>         <int>    <num>      <num>     <num>     <num>      <num>
#> 1:          1 43.08571 13.2117337  4.785645 -25.57222  -5.599230
#> 2:          2 43.08571 -9.9727747  5.830694 -11.03873  -7.829954
#> 3:          3 43.08571 -2.2916185 -7.053393 -10.15035  -4.452481
#> 4:          4 43.08571  3.3254595 -3.240879 -10.22492  -6.663488
#> 5:          5 43.08571  4.3039571 -2.627764 -14.15166 -12.266855
#> 6:          6 43.08571  0.4786417 -5.248686 -12.55344  -6.645738

# Finally we plot the resulting explanations
plot(explanation)

See the general usage vignette for further basic usage examples.

Contribution

All feedback and suggestions are very welcome. Details on how to contribute can be found here. If you have any questions or comments, feel free to open an issue here.

Please note that the ‘shapr’ project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.

References