将回归线添加到形状图

Question

是否可以在shapPython包的shap.dependence_plot结果中添加回归线

玩具示例：

import xgboost
import shap

# train XGBoost model
X,y = shap.datasets.adult()
model = xgboost.XGBClassifier().fit(X, y)

# compute SHAP values
explainer = shap.TreeExplainer(model)
shap_values = explainer.shap_values(X)

# The shap dependence plot
shap.dependence_plot("Age", shap_values, X)

能用一种简单的方法画一条黄土样的回归线吗

Answer 1

您可以尝试：

import xgboost
import shap

# train XGBoost model
X,y = shap.datasets.adult()
model = xgboost.XGBClassifier().fit(X, y)

# compute SHAP values
explainer = shap.TreeExplainer(model)
shap_values = explainer.shap_values(X)

import statsmodels.api as sm

idx = np.where(X.columns=="Age")[0][0]
x = X.iloc[:,idx]
y_sv = shap_values[:,idx]
lowess = sm.nonparametric.lowess(y_sv, x, frac=.3)

_,ax = plt.subplots()
ax.plot(*list(zip(*lowess)), color="red", )

shap.dependence_plot("Age", shap_values, X, ax=ax)