plot
Description
plot(
creates a horizontal bar graph
using the Shapley values of the explainer
)shapley
object
explainer
.
If
explainer
contains one query point only, then the bar graph displays Shapley values. These values are stored in theShapley
property of the object. Each bar shows the Shapley value of each feature (predictor) in the blackbox model (explainer.
) for the query point (BlackboxModel
explainer.
).QueryPoints
If
explainer
contains multiple query points, then the bar graph displays mean absolute Shapley values. These values are stored in theMeanAbsoluteShapley
property of the object. For each predictor (and each class whenexplainer.BlackboxModel
is a classification model), the mean absolute Shapley value is the absolute value of the Shapley values, averaged across all query points inexplainer.QueryPoints
. (since R2024a)
plot(
specifies additional options using one or more name-value arguments. For example, specify
explainer
,Name=Value
)NumImportantPredictors=5
to plot the Shapley values of the five
features with the greatest absolute Shapley values (for one query point) or the greatest
mean absolute Shapley values (for multiple query points).
plot(
displays the plot in the
target axes ax
,___)ax
. Specify ax
as the first argument
in any of the previous syntaxes. (since R2023b)
returns a
b
= plot(___)Bar
object or an array of Bar
objects using any of the
input argument combinations in the previous syntaxes. Use b
to query or
modify the properties (Bar Properties) of an object after you create
it.
Examples
Plot Shapley Values Across All Classes for One Query Point
Train a classification model and create a shapley
object. Then plot the Shapley values by using the object function plot
.
Load the CreditRating_Historical
data set. The data set contains customer IDs and their financial ratios, industry labels, and credit ratings.
tbl = readtable("CreditRating_Historical.dat");
Display the first three rows of the table.
head(tbl,3)
ID WC_TA RE_TA EBIT_TA MVE_BVTD S_TA Industry Rating _____ _____ _____ _______ ________ _____ ________ ______ 62394 0.013 0.104 0.036 0.447 0.142 3 {'BB'} 48608 0.232 0.335 0.062 1.969 0.281 8 {'A' } 42444 0.311 0.367 0.074 1.935 0.366 1 {'A' }
Train a blackbox model of credit ratings by using the fitcecoc
function. Use the variables from the second through seventh columns in tbl
as the predictor variables. A recommended practice is to specify the class names to set the order of the classes.
blackbox = fitcecoc(tbl,"Rating", ... PredictorNames=tbl.Properties.VariableNames(2:7), ... CategoricalPredictors="Industry", ... ClassNames={'AAA','AA','A','BBB','BB','B','CCC'});
Create a shapley
object that explains the prediction for the last observation. For faster computation, shapley
subsamples 100 observations from the predictor data in tbl
to compute the Shapley values.
queryPoint = tbl(end,:)
queryPoint=1×8 table
ID WC_TA RE_TA EBIT_TA MVE_BVTD S_TA Industry Rating
_____ _____ _____ _______ ________ ____ ________ ______
73104 0.239 0.463 0.065 2.924 0.34 2 {'AA'}
explainer = shapley(blackbox,tbl,QueryPoints=queryPoint);
For a classification model, shapley
computes Shapley values using the predicted class score for each class. Display the values in the Shapley
property.
explainer.Shapley
ans=6×8 table
Predictor AAA AA A BBB BB B CCC
__________ _________ __________ __________ __________ ___________ __________ __________
"WC_TA" 0.061172 0.023988 0.0085073 -0.0019268 -0.03895 -0.056012 -0.051658
"RE_TA" 0.16878 0.089521 0.048741 -0.021252 -0.10389 -0.22968 -0.30796
"EBIT_TA" 0.0013159 0.00051165 0.00039115 1.1425e-05 -0.00090913 -0.0016812 -0.0014235
"MVE_BVTD" 1.351 1.271 0.51796 -0.27612 -0.86555 -1.0915 -0.8458
"S_TA" -0.012304 -0.0083217 0.00019836 -0.0026384 -2.257e-05 0.0017866 -0.0026664
"Industry" -0.11427 -0.053759 0.0058104 0.090519 0.11176 0.13811 0.18671
The Shapley
property contains the Shapley values of all features for each class.
Plot the Shapley values for the predicted class by using the plot
function.
plot(explainer)
The horizontal bar graph shows the Shapley values for all variables, sorted by their absolute values. Each Shapley value explains the deviation of the score for the query point from the average score of the predicted class, due to the corresponding variable.
Plot the Shapley values for all classes by specifying all class names in explainer.BlackboxModel
.
plot(explainer,ClassNames=explainer.BlackboxModel.ClassNames)
Specify Number of Important Predictors to Plot for One Query Point
Train a regression model and create a shapley
object. Use the object function fit
to compute the Shapley values for the specified query point. Then plot the Shapley values of the predictors by using the object function plot
. Specify the number of important predictors to plot when you call the plot
function.
Load the carbig
data set, which contains measurements of cars made in the 1970s and early 1980s.
load carbig
Create a table containing the predictor variables Acceleration
, Cylinders
, and so on, as well as the response variable MPG
.
tbl = table(Acceleration,Cylinders,Displacement, ...
Horsepower,Model_Year,Weight,MPG);
Removing missing values in a training set can help reduce memory consumption and speed up training for the fitrkernel
function. Remove missing values in tbl
.
tbl = rmmissing(tbl);
Train a blackbox model of MPG
by using the fitrkernel
function. Specify the Cylinders
and Model_Year
variables as categorical predictors. Standardize the remaining predictors.
rng("default") % For reproducibility mdl = fitrkernel(tbl,"MPG",CategoricalPredictors=[2 5], ... Standardize=true);
Create a shapley
object. Because mdl
does not contain training data, specify the data set tbl
.
explainer = shapley(mdl,tbl)
explainer = BlackboxModel: [1×1 RegressionKernel] QueryPoints: [] BlackboxFitted: [] Shapley: [] X: [392×7 table] CategoricalPredictors: [2 5] Method: "interventional-kernel" Intercept: 23.2474 NumSubsets: 64
explainer
stores the training data tbl
in the X
property. By default, shapley
subsamples 100 observations from the data in X
and stores their indices in the SampledObservationIndices
property.
Compute the Shapley values of all predictor variables for the first observation in tbl
. To speed up computations, the fit
object function uses the sampled observations rather than all of X
to compute the Shapley values.
queryPoint = tbl(1,:)
queryPoint=1×7 table
Acceleration Cylinders Displacement Horsepower Model_Year Weight MPG
____________ _________ ____________ __________ __________ ______ ___
12 8 307 130 70 3504 18
explainer = fit(explainer,queryPoint);
For a regression model, fit
computes Shapley values using the predicted response, and stores them in the Shapley
property of the shapley
object. Display the values in the Shapley
property.
explainer.Shapley
ans=6×2 table
Predictor Value
______________ ________
"Acceleration" -0.33821
"Cylinders" -0.97631
"Displacement" -1.1425
"Horsepower" -0.62927
"Model_Year" -0.17268
"Weight" -0.87595
Plot the Shapley values for the query point by using the plot
function. Specify to plot only the five most important predictors for the predicted response.
plot(explainer,NumImportantPredictors=5)
The horizontal bar graph shows the Shapley values for the five most important predictors, sorted by their absolute values. Each Shapley value explains the deviation of the prediction for the query point from the average, due to the corresponding variable.
Plot Shapley Values for Multiple Query Points
Train a classification model and create a shapley
object. Plot the mean absolute Shapley values for multiple query points by using the plot
object function. Then plot the Shapley values for one of the query points.
Load the CreditRating_Historical
data set. The data set contains customer IDs and their financial ratios, industry labels, and credit ratings.
tbl = readtable("CreditRating_Historical.dat");
Display the first three rows of the table.
head(tbl,3)
ID WC_TA RE_TA EBIT_TA MVE_BVTD S_TA Industry Rating _____ _____ _____ _______ ________ _____ ________ ______ 62394 0.013 0.104 0.036 0.447 0.142 3 {'BB'} 48608 0.232 0.335 0.062 1.969 0.281 8 {'A' } 42444 0.311 0.367 0.074 1.935 0.366 1 {'A' }
Train a blackbox model of credit ratings by using the fitcecoc
function. Use the variables from the second through seventh columns in tbl
as the predictor variables. A recommended practice is to specify the class names to set the order of the classes.
blackbox = fitcecoc(tbl,"Rating", ... PredictorNames=tbl.Properties.VariableNames(2:7), ... CategoricalPredictors="Industry", ... ClassNames={'AAA','AA','A','BBB','BB','B','CCC'});
Create a shapley
object that explains the predictions for multiple query points. For faster computation, shapley
subsamples 100 observations from the predictor data in blackbox
to compute the Shapley values. Specify the sampled observations as the query points in the call to the fit
object function.
rng("default") % For reproducibility explainer = shapley(blackbox); queryPoints = explainer.X(explainer.SampledObservationIndices,:); explainer = fit(explainer,queryPoints);
For a classification model, the fit
function computes Shapley values using the predicted class score for each class. When you specify multiple query points, the function computes the mean absolute Shapley value for each predictor and each class, across all query points.
explainer.MeanAbsoluteShapley
ans=6×8 table
Predictor AAA AA A BBB BB B CCC
__________ _________ __________ _________ _________ _________ _________ _________
"WC_TA" 0.055977 0.034453 0.027338 0.023902 0.036098 0.054763 0.054931
"RE_TA" 0.12468 0.10314 0.10787 0.087013 0.090298 0.17123 0.2552
"EBIT_TA" 0.0015598 0.00095166 0.0011936 0.0010499 0.0010047 0.0018817 0.0017712
"MVE_BVTD" 0.84966 0.68785 0.66198 0.94501 1.3672 1.5715 1.2161
"S_TA" 0.025009 0.0095605 0.010606 0.014469 0.0017235 0.0075275 0.012529
"Industry" 0.076169 0.085926 0.063854 0.046528 0.053801 0.11261 0.11829
For example, the explainer.MeanAbsoluteShapley.AAA(1)
value is the average of the absolute Shapley values for the WC_TA
predictor and the AAA
class, across all observations in queryPoints
.
explainer.MeanAbsoluteShapley.AAA(1)
ans = 0.0560
Plot the mean absolute Shapley values by using the plot
object function.
plot(explainer)
For each class, the MVE_BVTD
predictor has the greatest mean absolute Shapley value.
Select the first query point and determine the class prediction for the query point.
queryPoint = explainer.QueryPoints(1,:)
queryPoint=1×6 table
WC_TA RE_TA EBIT_TA MVE_BVTD S_TA Industry
_____ _____ _______ ________ _____ ________
0.197 0.471 0.067 2.304 0.602 1
queryPointPrediction = explainer.BlackboxFitted(1)
queryPointPrediction = 1×1 cell array
{'A'}
Plot the Shapley values for the query point by using the QueryPointIndices
name-value argument. Change the color of the bars to match the color of the query point predicted class (A
).
b = plot(explainer,QueryPointIndices=1); b.FaceColor = [0.9290 0.6940 0.1250];
For this query point, the MVE_BVTD
predictor explains the largest deviation of the class A
predicted score from the average.
Input Arguments
explainer
— Object explaining blackbox model
shapley
object
Object explaining the blackbox model, specified as a shapley
object. explainer
must contain Shapley values; that is,
explainer.Shapley
must be nonempty.
ax
— Axes for plot
Axes
object
Since R2023b
Axes for the plot, specified as an Axes
object. If you do not
specify ax
, then plot
creates the plot
using the current axes. For more information on creating an Axes
object, see axes
.
Name-Value Arguments
Specify optional pairs of arguments as
Name1=Value1,...,NameN=ValueN
, where Name
is
the argument name and Value
is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Example: plot(explainer,NumImportantPredictors=5,ClassNames=["AAA","AA","A"])
creates a bar graph containing the Shapley values or mean absolute Shapley values of the
five most important predictors for classes AAA
, AA
,
and A
.
NumImportantPredictors
— Number of important predictors to plot
min(M,10)
where M
is the
number of predictors (default) | positive integer
Number of important predictors to plot, specified as a positive integer. The
plot
function plots values for the specified number of
predictors with the greatest absolute Shapley values (for one query point) or the
greatest mean absolute Shapley values (for multiple query points).
Example: NumImportantPredictors=5
specifies to plot the five
most important predictors. The plot
function determines the order
of importance by using the absolute Shapley values (for one query point) or the mean
absolute Shapley values (for multiple query points).
Data Types: single
| double
ClassNames
— Class labels to plot
explainer.BlackboxFitted
(for one query point)
or explainer.BlackboxModel.ClassNames(1)
(for multiple query
points) (default) | numeric vector | logical vector | character array | string array | cell array of character vectors | categorical array
Class labels to plot, specified as a numeric vector, logical vector, character
array, string array, or cell array of character vectors. The values and data types in
the ClassNames
value must match those of the class names in the
ClassNames
property of the machine learning model in
explainer
(explainer.BlackboxModel.ClassNames
). Note that the software
accepts string arrays, cell array of character vectors, and categorical arrays
interchangeably.
You can specify one or more labels. If you specify multiple class labels, the function uses color to differentiate the classes.
The default ClassNames
value depends on the number of query points.
If
explainer
contains one query point, then the default value is the predicted class for the query point (theBlackboxFitted
property ofexplainer
).If
explainer
contains multiple query points, then the default value is the first class in theClassNames
property of the machine learning model inexplainer
.
This argument is valid only when the machine learning model (BlackboxModel
) in explainer
is a classification
model.
Example: ClassNames={'red','blue'}
Example: ClassNames=explainer.BlackboxModel.ClassNames
specifies
ClassNames
as all classes in
BlackboxModel
.
Data Types: single
| double
| logical
| char
| string
| cell
| categorical
QueryPointIndices
— Indices of query points to use for plotting
1:N
where N
is the number of
query points (default) | positive integer vector
Since R2024a
Indices of the query points to use for plotting, specified as a positive integer vector.
If the
QueryPointIndices
value is a vectoridx
, then theplot
function returns a bar graph of the mean absolute Shapley values, averaged across the specified query points (explainer.QueryPoints(idx)
).If the
QueryPointIndices
value is a scalar, then theplot
function returns a bar graph of the Shapley values for the specified query point.
This argument is valid only when explainer
contains multiple
query points.
Example: QueryPointIndices=1:100
Example: QueryPointIndices=50
Data Types: single
| double
More About
Shapley Values
In game theory, the Shapley value of a player is the average marginal contribution of the player in a cooperative game. In the context of machine learning prediction, the Shapley value of a feature for a query point explains the contribution of the feature to a prediction (response for regression or score of each class for classification) at the specified query point.
The Shapley value of a feature for a query point is the contribution of the feature to the deviation from the average prediction. For a query point, the sum of the Shapley values for all features corresponds to the total deviation of the prediction from the average. That is, the sum of the average prediction and the Shapley values for all features corresponds to the prediction for the query point.
For more details, see Shapley Values for Machine Learning Model.
References
[1] Lundberg, Scott M., and S. Lee. "A Unified Approach to Interpreting Model Predictions." Advances in Neural Information Processing Systems 30 (2017): 4765–774.
[2] Aas, Kjersti, Martin Jullum, and Anders Løland. "Explaining Individual Predictions When Features Are Dependent: More Accurate Approximations to Shapley Values." Artificial Intelligence 298 (September 2021).
[3] Lundberg, Scott M., G. Erion, H. Chen, et al. "From Local Explanations to Global Understanding with Explainable AI for Trees." Nature Machine Intelligence 2 (January 2020): 56–67.
Version History
Introduced in R2021aR2024a: Plot mean absolute Shapley values for multiple query points
You can now plot mean absolute Shapley values when you compute Shapley values for
multiple query points. In the call to shapley
or
fit
, specify
multiple query points, and then use plot
to visualize the results. You
can also specify the new QueryPointIndices
name-value argument of the
plot
function to plot values for a subset of the query points.
R2023b: plot
uses specified target axes
You can now specify target axes for the plot
object function.
Specify an Axes
object as the first input argument of the function.
R2021b: Tick label interpreter is 'none'
by default
When you return the Shapley values in a figure object b
, the
plot
function sets the TickLabelInterpreter
value
of the axes to 'none'
by default. That is,
b.CurrentAxes.TickLabelInterpreter
is 'none'
. In
previous releases, the TickLabelInterpreter
value of the axes was
'tex'
by default. For more information on the difference between the
'none'
and 'tex'
values, see TickLabelInterpreter
.
MATLAB 명령
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