set check_additivity=False for CausalForestDML (#458)

* set check_additivity=False for TreeExplainer
py-why · May 6, 2021 · b53c0e3 · b53c0e3
1 parent 7e74ed8
commit b53c0e3
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Showing 2 changed files with 12 additions and 4 deletions.
diff --git a/econml/_shap.py b/econml/_shap.py
@@ -150,7 +150,7 @@ def _shap_explain_model_cate(cme_model, models, X, d_t, d_y, featurizer=None, fe
     shap_outs = defaultdict(dict)
     for i in range(dt):
         try:
-            explainer = shap.Explainer(models[i], background,
+            explainer = shap.Explainer(models[i], masker=background,
                                        feature_names=transformed_feature_names)
         except Exception as e:
             print("Final model can't be parsed, explain const_marginal_effect() instead!", repr(e))
@@ -160,7 +160,10 @@ def _shap_explain_model_cate(cme_model, models, X, d_t, d_y, featurizer=None, fe
                                      output_names=output_names_,
                                      input_names=input_names_,
                                      background_samples=background_samples)
-        shap_out = explainer(F)
+        if explainer.__class__.__name__ == "Tree":
+            shap_out = explainer(F, check_additivity=False)
+        else:
+            shap_out = explainer(F)
         if dy > 1:
             for j in range(dy):
                 base_values = shap_out.base_values[..., j]
@@ -323,7 +326,7 @@ def _shap_explain_multitask_model_cate(cme_model, multitask_model_cate, X, d_t,
     shap_outs = defaultdict(dict)
     for j in range(dy):
         try:
-            explainer = shap.Explainer(multitask_model_cate[j], background,
+            explainer = shap.Explainer(multitask_model_cate[j], masker=background,
                                        feature_names=transformed_feature_names)
         except Exception as e:
             print("Final model can't be parsed, explain const_marginal_effect() instead!", repr(e))
@@ -334,7 +337,10 @@ def _shap_explain_multitask_model_cate(cme_model, multitask_model_cate, X, d_t,
                                      input_names=input_names_,
                                      background_samples=background_samples)
 
-        shap_out = explainer(F)
+        if explainer.__class__.__name__ == "Tree":
+            shap_out = explainer(F, check_additivity=False)
+        else:
+            shap_out = explainer(F)
         if dt > 1:
             for i in range(dt):
                 base_values = shap_out.base_values[..., i]

diff --git a/econml/tests/test_notebooks.py b/econml/tests/test_notebooks.py
@@ -14,6 +14,8 @@
     os.path.join(subdir, path) for subdir
     in _nbsubdirs for path in os.listdir(os.path.join(_nbdir, subdir)) if
     path.endswith('.ipynb')]
+# omit the lalonde notebook
+_notebooks = [nb for nb in _notebooks if "Lalonde" not in nb]
 
 
 @pytest.mark.parametrize("file", _notebooks)