oneDAL
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feat: SHAP values for binary classification [target: r2025.0]
Description
Enable calculation of SHAP values for binary classification models
Changes proposed in this pull request:
- Allocate result similar to GBT regression
- Rely on GBT regression SHAP dispatching, analogous to calculation of probabilities
- Correctness is tested in a matching update in sklearnex, where we compare against SHAP values from XGBoost
ToDos:
- [ ] Potentially add version checks, depending on CI results
/intelci: run
There is no way around the API-breaking change. I will finish the work as much as possible, but merging needs to be postponed to a major release.
/intelci: run
/intelci: run
/intelci: run
/intelci: run