How to achieve SHAP values for a CatBoost model in R?
I'm asked to create a SHAP analysis in R but I cannot find it how to obtain it for a CatBoost model. I can get the SHAP values of an XGBoost model with
shap_values - shap.values(xgb_model = model, X_train = train_X)
but not for CatBoost
.
Here is the reproducible code for my CatBoost model:
library(data.table)
library(catboost)
train_example - data.table(categorical_feature = c(a, b, a, a, b), payment = c(244, 52352, 4235, 3422, 535), age = c(34, 27, 19, 40, 92), target = c(0,0,1,0,1))
label_values_train - train_example$target
train_X -train_example[, - "target"]
train_X$categorical_feature - as.factor(train_X$categorical_feature)
# datapool for the train dataset:
pool - catboost.load_pool(train_X, label = label_values_train, cat_features = 1)
fit_params_report - list(iterations = 1000,
loss_function = 'Logloss',
eval_metric='F1',
border_count = 42,
depth = 8,
learning_rate = 0.04,
l2_leaf_reg = 0.001,
task_type = 'CPU')
model - catboost.train(pool, params = fit_params_report)
How can I proceed to get the SHAP values here?
Topic shap catboost classification r machine-learning
Category Data Science