SHAP for income prediction
SHAP is a model-agnostic explainer for tabular data. If using this explainer, please cite the original work: https://github.com/slundberg/shap.
[1]:
# This default renderer is used for sphinx docs only. Please delete this cell in IPython.
import plotly.io as pio
pio.renderers.default = "png"
[2]:
import os
import sklearn
import xgboost
import numpy as np
import pandas as pd
from omnixai.data.tabular import Tabular
from omnixai.preprocessing.tabular import TabularTransform
from omnixai.explainers.tabular import ShapTabular
The dataset used in this example is for income prediction (https://archive.ics.uci.edu/ml/datasets/adult). We recommend using Tabular to represent a tabular dataset, which can be constructed from a pandas dataframe or a numpy array. To create a Tabular instance given a numpy array, one needs to specify the data, the feature names, the categorical feature names (if exists) and the target/label column name (if exists).
[3]:
feature_names = [
"Age", "Workclass", "fnlwgt", "Education",
"Education-Num", "Marital Status", "Occupation",
"Relationship", "Race", "Sex", "Capital Gain",
"Capital Loss", "Hours per week", "Country", "label"
]
data = np.genfromtxt(os.path.join('../data', 'adult.data'), delimiter=', ', dtype=str)
tabular_data = Tabular(
data,
feature_columns=feature_names,
categorical_columns=[feature_names[i] for i in [1, 3, 5, 6, 7, 8, 9, 13]],
target_column='label'
)
print(tabular_data)
Age Workclass fnlwgt Education Education-Num \
0 39 State-gov 77516 Bachelors 13
1 50 Self-emp-not-inc 83311 Bachelors 13
2 38 Private 215646 HS-grad 9
3 53 Private 234721 11th 7
4 28 Private 338409 Bachelors 13
... .. ... ... ... ...
32556 27 Private 257302 Assoc-acdm 12
32557 40 Private 154374 HS-grad 9
32558 58 Private 151910 HS-grad 9
32559 22 Private 201490 HS-grad 9
32560 52 Self-emp-inc 287927 HS-grad 9
Marital Status Occupation Relationship Race Sex \
0 Never-married Adm-clerical Not-in-family White Male
1 Married-civ-spouse Exec-managerial Husband White Male
2 Divorced Handlers-cleaners Not-in-family White Male
3 Married-civ-spouse Handlers-cleaners Husband Black Male
4 Married-civ-spouse Prof-specialty Wife Black Female
... ... ... ... ... ...
32556 Married-civ-spouse Tech-support Wife White Female
32557 Married-civ-spouse Machine-op-inspct Husband White Male
32558 Widowed Adm-clerical Unmarried White Female
32559 Never-married Adm-clerical Own-child White Male
32560 Married-civ-spouse Exec-managerial Wife White Female
Capital Gain Capital Loss Hours per week Country label
0 2174 0 40 United-States <=50K
1 0 0 13 United-States <=50K
2 0 0 40 United-States <=50K
3 0 0 40 United-States <=50K
4 0 0 40 Cuba <=50K
... ... ... ... ... ...
32556 0 0 38 United-States <=50K
32557 0 0 40 United-States >50K
32558 0 0 40 United-States <=50K
32559 0 0 20 United-States <=50K
32560 15024 0 40 United-States >50K
[32561 rows x 15 columns]
TabularTransform is a special transform designed for tabular data. By default, it converts categorical features into one-hot encoding, and keeps continuous-valued features (if one wants to normalize continuous-valued features, set the parameter cont_transform in TabularTransform to Standard or MinMax). The transform method of TabularTransform will transform a Tabular instance into a numpy array. If the Tabular instance has a target/label column, the last
column of the transformed numpy array will be the target/label.
If one wants some other transformations that are not supported in the library, one can simply convert the Tabular instance into a pandas dataframe by calling Tabular.to_pd() and try different transformations with it.
After data preprocessing, we can train a XGBoost classifier for this task (one may try other classifiers).
[4]:
np.random.seed(1)
transformer = TabularTransform().fit(tabular_data)
class_names = transformer.class_names
x = transformer.transform(tabular_data)
train, test, labels_train, labels_test = \
sklearn.model_selection.train_test_split(x[:, :-1], x[:, -1], train_size=0.80)
print('Training data shape: {}'.format(train.shape))
print('Test data shape: {}'.format(test.shape))
gbtree = xgboost.XGBClassifier(n_estimators=300, max_depth=5)
gbtree.fit(train, labels_train)
print('Test accuracy: {}'.format(
sklearn.metrics.accuracy_score(labels_test, gbtree.predict(test))))
Training data shape: (26048, 108)
Test data shape: (6513, 108)
Test accuracy: 0.8668816213726394
The prediction function takes a Tabular instance as its inputs, and outputs the class probabilities for classification tasks or the estimated values for regression tasks. In this example, we simply call transformer.transform to do data preprocessing followed by the prediction function of gbtree.
[5]:
predict_function=lambda z: gbtree.predict_proba(transformer.transform(z))
To initialize a SHAP explainer, we need to set:
training_data: The data used to initialize a SHAP explainer.training_datacan be the training dataset for training the machine learning model. If the training dataset is too large,training_datacan be a subset of it by applyingomnixai.sampler.tabular.Sampler.subsample.predict_function: The prediction function corresponding to the model.mode: The task type, e.g., “classification” or “regression”.
[6]:
explainer = ShapTabular(
training_data=tabular_data,
predict_function=predict_function,
nsamples=100
)
# Apply an inverse transform, i.e., converting the numpy array back to `Tabular`
test_instances = transformer.invert(test)
test_x = test_instances[1653:1655]
SHAP generates local explanations, e.g. explainer.explain is called given the test instances. ipython_plot plots the generated explanations in IPython. Parameter index indicates which instance in test_x to plot, e.g., index = 0 means plotting the first instance in test_x.
[7]:
explanations = explainer.explain(test_x)
explanations.ipython_plot(index=0, class_names=class_names)
