import logging import numpy as np import pandas as pd from numba import njit from .. import utils from .._serializable import Deserializer, Serializer from ..utils import MaskedModel from ..utils._exceptions import DimensionError, InvalidClusteringError from ._masker import Masker log = logging.getLogger("shap") class Tabular(Masker): """A common base class for Independent and Partition.""" def __init__(self, data, max_samples=100, clustering=None, partition=None): """This masks out tabular features by integrating over the given background dataset. Parameters ---------- data : np.array, pandas.DataFrame The background dataset that is used for masking. max_samples : int The maximum number of samples to use from the passed background data. If data has more than max_samples then shap.utils.sample is used to subsample the dataset. The number of samples coming out of the masker (to be integrated over) matches the number of samples in the background dataset. This means larger background dataset cause longer runtimes. Normally about 1, 10, 100, or 1000 background samples are reasonable choices. clustering : string or None (default) or numpy.ndarray The distance metric to use for creating the clustering of the features. The distance function can be any valid scipy.spatial.distance.pdist's metric argument. However we suggest using 'correlation' in most cases. The full list of options is `braycurtis`, `canberra`, `chebyshev`, `cityblock`, `correlation`, `cosine`, `dice`, `euclidean`, `hamming`, `jaccard`, `jensenshannon`, `kulsinski`, `mahalanobis`, `matching`, `minkowski`, `rogerstanimoto`, `russellrao`, `seuclidean`, `sokalmichener`, `sokalsneath`, `sqeuclidean`, `yule`. These are all the options from scipy.spatial.distance.pdist's metric argument. """ self.output_dataframe = False if isinstance(data, pd.DataFrame): self.feature_names = data.columns data = data.values self.output_dataframe = True if isinstance(data, dict) and "mean" in data: self.mean = data.get("mean", None) self.cov = data.get("cov", None) data = np.expand_dims(data["mean"], 0) if hasattr(data, "shape") and data.shape[0] > max_samples: log.warning( "Background dataset has %d samples but max_samples=%d. " "Subsampling to %d samples for SHAP value computation. " "To use all samples, set max_samples=%d when initializing the masker.", data.shape[0], max_samples, max_samples, data.shape[0], ) data = utils.sample(data, max_samples) self.data = data self.clustering = clustering self.partition = partition self.max_samples = max_samples # # warn users about large background data sets # if self.data.shape[0] > 100: # log.warning("Using " + str(self.data.shape[0]) + " background data samples could cause slower " + # "run times. Consider shap.utils.sample(data, K) to summarize the background using only K samples.") # compute the clustering of the data if clustering is not None and partition is not None: raise ValueError("You cannot pass both 'clustering' and 'partition'. Please provide only one.") elif clustering is not None: if isinstance(clustering, str): self.clustering = utils.hclust(data, metric=clustering) elif isinstance(clustering, np.ndarray): self.clustering = clustering else: raise InvalidClusteringError( "Unknown clustering given! Make sure you pass a distance metric as a string, or a clustering as a numpy.ndarray." ) self.partition = None elif partition is not None: self.partition = partition self.clustering = None else: self.clustering = None self.partition = None # self._last_mask = np.zeros(self.data.shape[1], dtype=bool) self._masked_data = data.copy() self._last_mask = np.zeros(data.shape[1], dtype=bool) self.shape = self.data.shape self.supports_delta_masking = True # self._last_x = None # self._data_variance = np.ones(self.data.shape, dtype=bool) # this is property that allows callers to check what rows actually changed since last time. # self.changed_rows = np.ones(self.data.shape[0], dtype=bool) def __call__(self, mask, x): mask = self._standardize_mask(mask, x) # make sure we are given a single sample if len(x.shape) != 1 or x.shape[0] != self.data.shape[1]: raise DimensionError("The input passed for tabular masking does not match the background data shape!") # if mask is an array of integers then we are doing delta masking if np.issubdtype(mask.dtype, np.integer): variants = ~self.invariants(x) curr_delta_inds = np.zeros(len(mask), dtype=int) num_masks = (mask >= 0).sum() varying_rows_out = np.zeros((num_masks, self.shape[0]), dtype=bool) masked_inputs_out = np.zeros((num_masks * self.shape[0], self.shape[1])) self._last_mask[:] = False self._masked_data[:] = self.data _delta_masking( mask, x, curr_delta_inds, varying_rows_out, self._masked_data, self._last_mask, self.data, variants, masked_inputs_out, MaskedModel.delta_mask_noop_value, ) if self.output_dataframe: return (pd.DataFrame(masked_inputs_out, columns=self.feature_names),), varying_rows_out return (masked_inputs_out,), varying_rows_out # otherwise we update the whole set of masked data for a single sample self._masked_data[:] = x * mask + self.data * np.invert(mask) self._last_mask[:] = mask if self.output_dataframe: return pd.DataFrame(self._masked_data, columns=self.feature_names) return (self._masked_data,) # def reset_delta_masking(self): # """ This resets the masker back to all zeros when delta masking. # Note that the presence of this function also denotes that we support delta masking. # """ # self._masked_data[:] = self.data # self._last_mask[:] = False def invariants(self, x): """This returns a mask of which features change when we mask them. This optional masking method allows explainers to avoid re-evaluating the model when the features that would have been masked are all invariant. """ # make sure we got valid data if x.shape != self.data.shape[1:]: raise DimensionError( "The passed data does not match the background shape expected by the masker! The data of shape " + str(x.shape) + " was passed while the masker expected data of shape " + str(self.data.shape[1:]) + "." ) return np.isclose(x, self.data) def save(self, out_file): """Write a Tabular masker to a file stream.""" super().save(out_file) # Increment the version number when the encoding changes! with Serializer(out_file, "shap.maskers.Tabular", version=0) as s: # save the data in the format it was given to us if self.output_dataframe: s.save("data", pd.DataFrame(self.data, columns=self.feature_names)) elif getattr(self, "mean", None) is not None: s.save("data", (self.mean, self.cov)) else: s.save("data", self.data) s.save("max_samples", self.max_samples) s.save("clustering", self.clustering) s.save("partition", self.partition) @classmethod def load(cls, in_file, instantiate=True): """Load a Tabular masker from a file stream.""" if instantiate: return cls._instantiated_load(in_file) kwargs = super().load(in_file, instantiate=False) with Deserializer(in_file, "shap.maskers.Tabular", min_version=0, max_version=0) as s: kwargs["data"] = s.load("data") kwargs["max_samples"] = s.load("max_samples") kwargs["clustering"] = s.load("clustering") kwargs["partition"] = s.load("partition") return kwargs @njit def _single_delta_mask(dind, masked_inputs, last_mask, data, x, noop_code): if dind == noop_code: pass elif last_mask[dind]: masked_inputs[:, dind] = data[:, dind] last_mask[dind] = False else: masked_inputs[:, dind] = x[dind] last_mask[dind] = True @njit def _delta_masking( masks, x, curr_delta_inds, varying_rows_out, masked_inputs_tmp, last_mask, data, variants, masked_inputs_out, noop_code, ): """Implements the special (high speed) delta masking API that only flips the positions we need to. Note that we attempt to avoid doing any allocation inside this function for speed reasons. """ dpos = 0 i = -1 masks_pos = 0 output_pos = 0 N = masked_inputs_tmp.shape[0] while masks_pos < len(masks): i += 1 # update the tmp masked inputs array dpos = 0 curr_delta_inds[0] = masks[masks_pos] while curr_delta_inds[dpos] < 0: # negative values mean keep going curr_delta_inds[dpos] = -curr_delta_inds[dpos] - 1 # -value + 1 is the original index that needs flipped _single_delta_mask(curr_delta_inds[dpos], masked_inputs_tmp, last_mask, data, x, noop_code) dpos += 1 curr_delta_inds[dpos] = masks[masks_pos + dpos] _single_delta_mask(curr_delta_inds[dpos], masked_inputs_tmp, last_mask, data, x, noop_code) # copy the tmp masked inputs array to the output masked_inputs_out[output_pos : output_pos + N] = masked_inputs_tmp masks_pos += dpos + 1 # mark which rows have been updated, so we can only evaluate the model on the rows we need to if i == 0: varying_rows_out[i, :] = True else: # only one column was changed if dpos == 0: varying_rows_out[i, :] = variants[:, curr_delta_inds[dpos]] # more than one column was changed else: varying_rows_out[i, :] = np.sum(variants[:, curr_delta_inds[: dpos + 1]], axis=1) > 0 output_pos += N class Independent(Tabular): """This masks out tabular features by integrating over the given background dataset.""" def __init__(self, data, max_samples=100): """Build a Independent masker with the given background data. Parameters ---------- data : numpy.ndarray, pandas.DataFrame The background dataset that is used for masking. max_samples : int The maximum number of samples to use from the passed background data. If data has more than max_samples then shap.utils.sample is used to subsample the dataset. The number of samples coming out of the masker (to be integrated over) matches the number of samples in the background dataset. This means larger background dataset cause longer runtimes. Normally about 1, 10, 100, or 1000 background samples are reasonable choices. """ super().__init__(data, max_samples=max_samples, clustering=None) class Partition(Tabular): """This masks out tabular features by integrating over the given background dataset. Unlike Independent, Partition respects a hierarchical structure of the data. """ def __init__(self, data, max_samples=100, clustering="correlation"): """Build a Partition masker with the given background data and clustering. Parameters ---------- data : numpy.ndarray, pandas.DataFrame The background dataset that is used for masking. max_samples : int The maximum number of samples to use from the passed background data. If data has more than max_samples then shap.utils.sample is used to subsample the dataset. The number of samples coming out of the masker (to be integrated over) matches the number of samples in the background dataset. This means larger background dataset cause longer runtimes. Normally about 1, 10, 100, or 1000 background samples are reasonable choices. clustering : string or numpy.ndarray If a string, then this is the distance metric to use for creating the clustering of the features. The distance function can be any valid scipy.spatial.distance.pdist's metric argument. However we suggest using 'correlation' in most cases. The full list of options is `braycurtis`, `canberra`, `chebyshev`, `cityblock`, `correlation`, `cosine`, `dice`, `euclidean`, `hamming`, `jaccard`, `jensenshannon`, `kulsinski`, `mahalanobis`, `matching`, `minkowski`, `rogerstanimoto`, `russellrao`, `seuclidean`, `sokalmichener`, `sokalsneath`, `sqeuclidean`, `yule`. These are all the options from scipy.spatial.distance.pdist's metric argument. If an array, then this is assumed to be the clustering of the features. """ super().__init__(data, max_samples=max_samples, clustering=clustering, partition=None) class Impute(Masker): # we should inherit from Tabular once we add support for arbitrary masking """This imputes the values of missing features using the values of the observed features. Unlike Independent, Gaussian imputes missing values based on correlations with observed data points. """ def __init__(self, data, method="linear"): """Build a Partition masker with the given background data and clustering. Parameters ---------- data : numpy.ndarray, pandas.DataFrame or {"mean: numpy.ndarray, "cov": numpy.ndarray} dictionary The background dataset that is used for masking. """ if isinstance(data, dict) and "mean" in data: self.mean = data.get("mean", None) self.cov = data.get("cov", None) data = np.expand_dims(data["mean"], 0) self.data = data self.method = method