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@@ -12,19 +12,44 @@ badge](https://plantedml.r-universe.dev/glex/badges/version)](https://plantedml.
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status](https://www.r-pkg.org/badges/version/glex)](https://CRAN.R-project.org/package=glex)
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<!-- badges: end -->
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Global explanations for tree-based models by decomposing regression or
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classification functions into the sum of main components and interaction
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components of arbitrary order. Calculates exact interventional SHAP
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values and q-interaction interventional SHAP (q being the highest order
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of interaction present in the model) for tree-based models such as
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XGBoost.
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# Overview
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`glex` implements **global, functional decompositions** of tree-based
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regression and classification models that decomposes them into **main
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effects** and **interaction effects** of arbitrary order. In particular,
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it can
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- compute **exact interventional SHAP values** (and more generally,
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*q-interaction interventional SHAP*, where *q* is the maximal
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interaction order present in the model),
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- extract **partial-dependence-functions** (e.g., one dimensional
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partial dependence plots),
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- produce **variable‐importance scores** for each main term and
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interaction term (of any order), and
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- supports **de-biasing** by removing components that include protected
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features.
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Under the hood, `glex` relies on fast algorithms to compute all required
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partial dependence functions exactly.
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For a detailed description of the methodology, see:
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See the accompanying paper for more details and exact definitions:
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“Unifying local and global model explanations by functional
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decomposition of low dimensional structures”
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([arxiv](https://arxiv.org/abs/2208.06151),
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[PMLR](https://proceedings.mlr.press/v206/hiabu23a.html)).
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> **Hiabu, Meyer & Wright (2023).**
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> *Unifying local and global model explanations by functional
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> decomposition of low dimensional structures.*
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> [arXiv](https://arxiv.org/abs/2208.06151)[AISTATS 2023
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> Proceedings](https://proceedings.mlr.press/v206/hiabu23a.html)
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> **Liu, Steensgaard, Wright, Pfister, Hiabu (2023).**
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> *Fast Estimation of Partial Dependence Functions using Trees.*
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> [arXiv](https://arxiv.org/abs/2410.13448)
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## Installation
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You can install the development version of glex from
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install.packages("glex", repos = "https://plantedml.r-universe.dev")
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```
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# Supported Models
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Currently, `glex` supports:
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- **XGBoost** (via the `xgboost` package).
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- **Random Planted Forest** (via the `randomPlantedForest` package).
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More tree‐based frameworks may be added in future releases. If you have
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a suggestion, please open an issue on our GitHub repository.
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## What’s Included
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Currently `glex` works with
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