Refactor and optimize CPU QuadratureSHAP

Author: RAMitchell

doc/parameter.rst

@@ -192,10 +192,10 @@ Parameters for Tree Booster
 * ``shap_algorithm`` string [default= ``treeshap``]
 
   - CPU algorithm used for ``pred_contribs`` with tree boosters.
-  - Choices: ``treeshap``, ``v6``.
+  - Choices: ``treeshap``, ``quadratureshap``.
 
     - ``treeshap``: Existing exact TreeSHAP implementation.
-    - ``v6``: Quadrature plus telescoping SHAP implementation for CPU prediction.
+    - ``quadratureshap``: Quadrature plus telescoping SHAP implementation for CPU prediction.
 
 * ``scale_pos_weight`` [default=1]
 

src/predictor/cpu_predictor.cc

@@ -748,7 +748,7 @@ class CPUPredictor : public Predictor {
   void Configure(Args const &cfg) override {
     for (auto const &kv : cfg) {
       if (kv.first == "shap_algorithm") {
-        CHECK(kv.second == "treeshap" || kv.second == "v6")
+        CHECK(kv.second == "treeshap" || kv.second == "quadratureshap")
             << "Unknown SHAP algorithm: " << kv.second;
         shap_algorithm_ = kv.second;
       }
@@ -878,9 +878,9 @@ class CPUPredictor : public Predictor {
     if (approximate) {
       interpretability::ApproxFeatureImportance(this->ctx_, p_fmat, out_contribs, model,
                                                 ntree_limit, tree_weights);
-    } else if (shap_algorithm_ == "v6" && condition == 0 && condition_feature == 0) {
-      interpretability::cpu_impl::V6ShapValues(this->ctx_, p_fmat, out_contribs, model, ntree_limit,
-                                               tree_weights);
+    } else if (shap_algorithm_ == "quadratureshap" && condition == 0 && condition_feature == 0) {
+      interpretability::cpu_impl::QuadratureShapValues(this->ctx_, p_fmat, out_contribs, model,
+                                                       ntree_limit, tree_weights);
     } else {
       interpretability::ShapValues(this->ctx_, p_fmat, out_contribs, model, ntree_limit,
                                    tree_weights, condition, condition_feature);

src/predictor/interpretability/shap.cc

@@ -19,9 +19,9 @@ void ShapValues(Context const* ctx, DMatrix* p_fmat, HostDeviceVector<float>* ou
                 gbm::GBTreeModel const& model, bst_tree_t tree_end,
                 std::vector<float> const* tree_weights, int condition, unsigned condition_feature);
 
-void V6ShapValues(Context const* ctx, DMatrix* p_fmat, HostDeviceVector<float>* out_contribs,
-                  gbm::GBTreeModel const& model, bst_tree_t tree_end,
-                  std::vector<float> const* tree_weights);
+void QuadratureShapValues(Context const* ctx, DMatrix* p_fmat,
+                          HostDeviceVector<float>* out_contribs, gbm::GBTreeModel const& model,
+                          bst_tree_t tree_end, std::vector<float> const* tree_weights);
 
 void ApproxFeatureImportance(Context const* ctx, DMatrix* p_fmat,
                              HostDeviceVector<float>* out_contribs, gbm::GBTreeModel const& model,