Upgrade TreeSHAP algorithm#12179
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Pull request overview
This PR upgrades the CPU exact TreeSHAP implementation by replacing the prior path-based TreeSHAP code with an 8-point quadrature-based TreeSHAP traversal, aiming to improve speed and numerical accuracy on deep trees.
Changes:
- Removed the legacy
src/predictor/treeshap.{h,cc}implementation. - Implemented CPU exact SHAP values and interaction values using a fixed 8-point quadrature recurrence in
src/predictor/interpretability/shap.cc. - Added a new quadrature-rule generator utility in
src/predictor/interpretability/quadrature.hand updated tests to include needed tree-view headers.
Reviewed changes
Copilot reviewed 5 out of 5 changed files in this pull request and generated 2 comments.
Show a summary per file
| File | Description |
|---|---|
| tests/cpp/predictor/test_shap.cc | Adds an include needed for the updated SHAP implementation/types. |
| src/predictor/treeshap.h | Deletes the legacy TreeSHAP API declarations. |
| src/predictor/treeshap.cc | Deletes the legacy TreeSHAP implementation. |
| src/predictor/interpretability/shap.cc | Replaces CPU exact SHAP + interaction SHAP with quadrature-based traversal and shared infrastructure. |
| src/predictor/interpretability/quadrature.h | Introduces endpoint quadrature rule construction used by the new CPU implementation. |
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Extracted from #12106
Faster on all benchmarks and considerably more accurate for deep trees. GCC compiles to vector instructions.