The additivity check failed with feature_perturbation=“tree_path_dependent” about fasttreeshap HOT 5 CLOSED

I see. The only difference between FastTreeSHAP v0.1.3 and v0.1.2 is that the restriction of numpy version (numpy<1.22) has been removed (41a33b6). The same thing has been done when SHAP upgraded its own version to v0.41.0 (shap/shap@23081f5). We believe that this additivity check failure issue was brought up by this restriction removal (see #15 for more details).

Since FastTreeSHAP library aims to reproduce the results from SHAP library in a more efficient way, we would like to wait until SHAP library implements effective resolutions to fix this issue. In the meantime, I would recommend you to switch to FastTreeSHAP v0.1.2 to bypass this issue.

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Does the additivity check failure issue also exist when running SHAP on the same dataset?

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No. It's interesting that when using SHAP with feature_perturbation=“tree_path_dependent”, the expected value before computing any shap values for a dataset, is different from the expected value after the computation. That means, I got the expected value == 0 before doing any computation, but after I run it on a dataset, the expected value became 2.155. This holds for the previous version. In the previous version (0.38.0 and 0.40.0), I got the expected value ==2.17 before any computation and 2.155 after the computation. I don't know why this is the case.

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Sorry I'm a bit confused. Did you say that in the previous version (0.38.0 and 0.40.0), you got the expected value ==2.17 before any computation and 2.155 after the computation, and in the current version (0.41.0), you got the expected value ==0 before any computation and 2.155 after the computation? If so, which version does FastTreeSHAP match? Thanks!

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Sorry I'm a bit confused. Did you say that in the previous version (0.38.0 and 0.40.0), you got the expected value ==2.17 before any computation and 2.155 after the computation, and in the current version (0.41.0), you got the expected value ==0 before any computation and 2.155 after the computation?

That is correct. Sorry to make it confusing by mixing with different versions. This inconsistency is only observed in SHAP, not in FastTreeSHAP.

If so, which version does FastTreeSHAP match?

The expected value of FastTreeSHAP 0.1.3 matches the latest version SHAP (0.41.0), which is 0. Then the error came out when I try computing the shap values for a dataset.

The older version works fine (for example, 0.1.1), because the expected value is 2.17, which matches the older version SHAP.

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