How to calculate Shapley values of the constructed classification model from the whole dataset, not a query point ?

I have created a ensemble machine learning model using the AdaBoost and Tree method. And I want to calculate the average shapley value of the most important features of the whole dataset, not a query point. Here's my code:

blackbox=fitensemble(P_train_smote,P_train_label,'AdaBoostM1',100,'Tree')
queryPoint=P_train_smote(1:end,:)
explainer = shapley(blackbox,P_train_smote,"QueryPoint",queryPoint,'Method','conditional-kernel');
explainer.ShapleyValues
ShapleyValues=table(explainer.ShapleyValues)
plot(explainer)

I got the wrong code like:

Error using shapley
'QueryPoint' value is invalid. The input should be row vector.

Is there a way to obtain the whole Shapley values from the whole dataset? Please help me!

Answer 1

[Drew]

The short answer is to loop over the query points, then take the mean(abs(shapley_value)) along the appropriate dimension.

You can see examples of this in other answers:

• https://www.mathworks.com/matlabcentral/answers/1949238-get-shapley-values-for-the-whole-model
• https://www.mathworks.com/matlabcentral/answers/1578665-how-can-i-get-a-shapley-summary-plot