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SHAP doesn't work if LogNormal #186

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pkdmark opened this issue Sep 25, 2020 · 1 comment
Open

SHAP doesn't work if LogNormal #186

pkdmark opened this issue Sep 25, 2020 · 1 comment

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@pkdmark
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pkdmark commented Sep 25, 2020

Hello,

Problem can be reproduced with a slight modification to the notebook below:

https://github.com/stanfordmlgroup/ngboost/blob/master/examples/model_interpretation/SHAP_plots.ipynb

If the distribution is LogNormal (rather than normal) you will find that the Base Value + Shap Values of a single observation do not equal the prediction.

@Penna88
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Penna88 commented Sep 14, 2023

I had a similar issue with Gamma dist and I commented as #291
Hope it helps.

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