Markus Loecher
Markus Loecher
Thanks for the super quick reply! Yes, indeed these issues are quite similar to the "interventional" or "tree_path_dependent" SHAP discussions! Maybe one difference here is that the "recursive" way is...
Just following up one more time on this. It seems that the default is still "recursive" for tree based methods ? Might the _Note_ > The ‘brute’ and ‘recursion’ methods...
Will post one very soon !
Well, of course both methods have their place. I would still consider the current setup a bug since the assumption is that for trees the recursive way yields the same...
Finally getting to this, here is the promised fix, at least conceptually. The following is a sketch of a recursive algorithm which I believe would correctly compute the interventional PDP...
And with SHAP I meant TreeShap instead of KernelSHAP since it is MUCH faster.
(quite sorry about the late answer!) The example I was referring to is: [https://zilliz.com/learn/getting-started-with-voyager-spotify-nearest-neighbor-search-library](https://zilliz.com/learn/getting-started-with-voyager-spotify-nearest-neighbor-search-library) Now I realize that this URL is not directly from spotify. It might be a nice...
I am also looking for ways to extract the residuals. I have tried to create them manually, e.g. ``` Y_hat_fwl_cf