| Title: | Global Explanations for Tree-Based Models |
|---|---|
| Description: | Global explanations for tree-based models by decomposing regression or classification functions into the sum of main components and interaction components of arbitrary order. Calculates SHAP values and q-interaction SHAP for all values of q for tree-based models such as xgboost. |
| Authors: | Marvin N. Wright [aut, cre] (ORCID: <https://orcid.org/0000-0002-8542-6291>), Joseph Theo Meyer [aut], Munir Hiabu [aut], Lukas Burk [aut] (ORCID: <https://orcid.org/0000-0001-7528-3795>), Jinyang Liu [aut] (ORCID: <https://orcid.org/0009-0005-3167-9014>) |
| Maintainer: | Marvin N. Wright <[email protected]> |
| License: | GPL-3 |
| Version: | 0.7.0.9000 |
| Built: | 2026-10-09 02:31:09 UTC |
| Source: | https://github.com/PlantedML/glex |
Plotting the main effects among the prediction components is effectively identical to a partial dependence plot, centered to 0.
## S3 method for class 'glex' autoplot(object, predictors, ...) plot_main_effect(object, predictor, rug_sides = "b", ...) plot_threeway_effects(object, predictors, rug_sides = "b", ...) plot_twoway_effects(object, predictors, rug_sides = "b", ...)## S3 method for class 'glex' autoplot(object, predictors, ...) plot_main_effect(object, predictor, rug_sides = "b", ...) plot_threeway_effects(object, predictors, rug_sides = "b", ...) plot_twoway_effects(object, predictors, rug_sides = "b", ...)
object |
Object of class |
... |
Used for future expansion. |
predictor, predictors
|
|
rug_sides |
|
A ggplot2 object.
Other Visualization functions:
autoplot.glex_vi(),
glex_explain(),
plot_pdp()
library(randomPlantedForest) # introduce factor variables to show categorical feature handling mtcars$cyl <- factor(mtcars$cyl) mtcars$vs <- factor(mtcars$vs) # Fit forest, get components set.seed(12) rpfit <- rpf(mpg ~ cyl + wt + hp + drat + vs, data = mtcars, ntrees = 25, max_interaction = 3) components <- glex(rpfit, mtcars) # Main effects ---- plot_main_effect(components, "wt") plot_main_effect(components, "cyl") # plot_threeway_effects(components, c("hr", "temp", "workingday")) library(randomPlantedForest) # 2-degree interaction effects ---- # 2d continuous, scatterplot of arbitrary orientation plot_twoway_effects(components, c("wt", "drat")) # flipped: plot_twoway_effects(components, c("drat", "wt")) # continuous + categorical (forces continuous on x axis, colors by categorical) plot_twoway_effects(components, c("wt", "cyl")) # identical: plot_twoway_effects(components, c("cyl", "wt")) # 2d categorical, heatmap of arbitrary orientation plot_twoway_effects(components, c("vs", "cyl")) plot_twoway_effects(components, c("cyl", "vs"))library(randomPlantedForest) # introduce factor variables to show categorical feature handling mtcars$cyl <- factor(mtcars$cyl) mtcars$vs <- factor(mtcars$vs) # Fit forest, get components set.seed(12) rpfit <- rpf(mpg ~ cyl + wt + hp + drat + vs, data = mtcars, ntrees = 25, max_interaction = 3) components <- glex(rpfit, mtcars) # Main effects ---- plot_main_effect(components, "wt") plot_main_effect(components, "cyl") # plot_threeway_effects(components, c("hr", "temp", "workingday")) library(randomPlantedForest) # 2-degree interaction effects ---- # 2d continuous, scatterplot of arbitrary orientation plot_twoway_effects(components, c("wt", "drat")) # flipped: plot_twoway_effects(components, c("drat", "wt")) # continuous + categorical (forces continuous on x axis, colors by categorical) plot_twoway_effects(components, c("wt", "cyl")) # identical: plot_twoway_effects(components, c("cyl", "wt")) # 2d categorical, heatmap of arbitrary orientation plot_twoway_effects(components, c("vs", "cyl")) plot_twoway_effects(components, c("cyl", "vs"))
Plot glex Variable Importances
## S3 method for class 'glex_vi' autoplot( object, by_degree = FALSE, threshold = 0, max_interaction = NULL, scale = "absolute", ... )## S3 method for class 'glex_vi' autoplot( object, by_degree = FALSE, threshold = 0, max_interaction = NULL, scale = "absolute", ... )
object |
Object of class |
by_degree |
( |
threshold |
( |
max_interaction |
( |
scale |
( |
... |
(Unused) |
A ggplot object.
Other Visualization functions:
autoplot.glex(),
glex_explain(),
plot_pdp()
A reduced version of the Bikeshare data as included with ISLR2.
The dataset has been converted to a data.table::data.table(), with the following changes:
bikebike
An object of class data.table (inherits from data.frame) with 8645 rows and 11 columns.
hr has been converted to a numeric
workingday was recoded to a binary factor with labels c("No Workingday", "Workingday")
season was recoded to a factor with labels c("Winter", "Spring", "Summer", "Fall")
Variables atemp, day, registered and casual were removed
Bikeshare in package ISLR2
Builds the groups list for group_components() from the original,
un-encoded data: every factor column of data whose encoded level columns
are found in object$x becomes one group. By default, level columns are
expected under the model.matrix() naming convention
(paste0(feature, levels), e.g. season with level "Winter" becomes
"seasonWinter"), which covers both one-hot (~ f - 1) and treatment
(~ f) coding – levels without a matching column (such as a dropped
reference level) are simply skipped.
dummy_groups( object, data, naming = function(feature, levels) paste0(feature, levels) )dummy_groups( object, data, naming = function(feature, levels) paste0(feature, levels) )
object |
( |
data |
( |
naming |
( |
If the data was encoded with a different scheme, pass naming: a function
of (feature, levels) returning the encoded column names, e.g.
function(feature, levels) paste(feature, levels, sep = "_"). It must
reproduce the column names the model was trained with, i.e. those found in
object$x.
Named list of encoded column names, one element per matched
factor, suitable as the groups argument of group_components().
library(xgboost) set.seed(1) n <- 200 d <- data.frame( f = factor(sample(c("a", "b", "c"), n, replace = TRUE)), x1 = rnorm(n) ) y <- c(a = 0, b = 2, c = -1)[d$f] + d$x1 + rnorm(n) x <- model.matrix(~ f + x1 - 1, d) xg <- xgboost(x, y, nrounds = 10, max_depth = 3, nthreads = 1) gl <- glex(xg, x) dummy_groups(gl, d) grouped <- group_components(gl, dummy_groups(gl, d)) names(grouped$m)library(xgboost) set.seed(1) n <- 200 d <- data.frame( f = factor(sample(c("a", "b", "c"), n, replace = TRUE)), x1 = rnorm(n) ) y <- c(a = 0, b = 2, c = -1)[d$f] + d$x1 + rnorm(n) x <- model.matrix(~ f + x1 - 1, d) xg <- xgboost(x, y, nrounds = 10, max_depth = 3, nthreads = 1) gl <- glex(xg, x) dummy_groups(gl, d) grouped <- group_components(gl, dummy_groups(gl, d)) names(grouped$m)
Global explanations for tree-based models by decomposing regression or classification functions into the sum of main components and interaction components of arbitrary order. Calculates SHAP values and q-interaction SHAP for all values of q for tree-based models such as xgboost.
glex(object, x, max_interaction = NULL, features = NULL, ...) ## Default S3 method: glex(object, ...) ## S3 method for class 'rpf' glex(object, x, max_interaction = NULL, features = NULL, ...) ## S3 method for class 'xgb.Booster' glex( object, x, max_interaction = NULL, features = NULL, max_background_sample_size = NULL, weighting_method = "fastpd", ... ) ## S3 method for class 'ranger' glex( object, x, max_interaction = NULL, features = NULL, max_background_sample_size = NULL, weighting_method = "fastpd", ... )glex(object, x, max_interaction = NULL, features = NULL, ...) ## Default S3 method: glex(object, ...) ## S3 method for class 'rpf' glex(object, x, max_interaction = NULL, features = NULL, ...) ## S3 method for class 'xgb.Booster' glex( object, x, max_interaction = NULL, features = NULL, max_background_sample_size = NULL, weighting_method = "fastpd", ... ) ## S3 method for class 'ranger' glex( object, x, max_interaction = NULL, features = NULL, max_background_sample_size = NULL, weighting_method = "fastpd", ... )
object |
Model to be explained, either of class |
x |
Data to be explained. For |
max_interaction |
( |
features |
Vector of column names in |
... |
Further arguments passed to methods. Arguments a method does not use are disregarded with a warning. |
max_background_sample_size |
The maximum number of background samples used for the FastPD algorithm, only used when |
weighting_method |
Use either "path-dependent", "fastpd" (default), or "empirical". See References for details. |
For parallel execution using xgboost models, register a backend, e.g. with
doParallel::registerDoParallel().
The different weighting methods are described in detail in Liu et al. (2025). The default
method is "fastpd" as it consistently estimates the correct partial dependence function.
Decomposition of the regression or classification function.
A list with elements:
shap: SHAP values, derived from the functional decomposition as
. This reconstruction is only valid if the
decomposition is complete: if it is constrained (see constrained), the components
no longer sum to the full model prediction and the SHAP efficiency property cannot
hold, so shap is a scalar NA (with a warning) while m remains valid.
For multiclass models, columns are class-specific like those of m. Note that
randomPlantedForest models report a single intercept for all classes, so for
multiclass models intercept + rowSums(shap) reconstructs the predicted class
scores only approximately.
m: Functional decomposition into all main and interaction
components in the model, up to the degree specified by max_interaction.
The variable names correspond to the original variable names,
with : separating interaction terms as one would specify in a formula interface.
intercept: Intercept term, the expected value of the prediction.
constrained: Character vector naming the arguments that constrained the
decomposition ("max_interaction", "features"), or character(0) if it is
complete. Use length(x$constrained) > 0 to check whether shap is valid.
A constraint that only drops terms whose value is zero leaves the decomposition
unchanged; glex() confirms this against the model's predictions, reports it with
a message, and treats the result as complete.
remainder: What the dropped terms are collectively worth, per observation:
prediction - (intercept + rowSums(m)). Present exactly when the decomposition is
constrained, and absent otherwise, so intercept + rowSums(m) + remainder
reconstructs the prediction in either case. For multiclass randomPlantedForest
models it is class-wise, mirroring m.
Like m and shap, it is on the scale that the model is decomposed on, which for
xgboost is the link scale and not the response: for a binary:logistic model
the reconstruction gives the margin, and plogis(intercept + rowSums(m) + remainder)
gives the predicted probability. ranger probability forests and
randomPlantedForest are decomposed on the response scale, where no such
back-transformation is needed. Adding remainder to a probability is therefore
never correct for xgboost.
Liu, J., Steensgaard, T., Wright, M. N., Pfister, N., & Hiabu, M. (2025). Fast Estimation of Partial Dependence Functions using Trees. Proceedings of the 42nd International Conference on Machine Learning, PMLR 267:39496-39534. PMLR | arXiv:2410.13448
# Random Planted Forest ----- library(randomPlantedForest) rp <- rpf(mpg ~ ., data = mtcars[1:26, ], max_interaction = 2) glex_rpf <- glex(rp, mtcars[27:32, ]) str(glex_rpf, list.len = 5) # xgboost ----- library(xgboost) x <- as.matrix(mtcars[, -1]) y <- mtcars$mpg xg <- xgboost(x[1:26, ], y[1:26], max_depth = 4, learning_rate = .1, nrounds = 10, verbosity = 0, nthreads = 1 ) glex(xg, x[27:32, ]) glex(xg, mtcars[27:32, ]) ## Not run: # Parallel execution doParallel::registerDoParallel() glex(xg, x[27:32, ]) ## End(Not run) # ranger ----- library(ranger) x <- as.matrix(mtcars[, -1]) y <- mtcars$mpg rf <- ranger( x = x[1:26, ], y = y[1:26], num.trees = 5, max.depth = 3, node.stats = TRUE ) glex(rf, x[27:32, ]) glex(rf, mtcars[27:32, ]) ## Not run: # Parallel execution doParallel::registerDoParallel() glex(rf, x[27:32, ]) ## End(Not run)# Random Planted Forest ----- library(randomPlantedForest) rp <- rpf(mpg ~ ., data = mtcars[1:26, ], max_interaction = 2) glex_rpf <- glex(rp, mtcars[27:32, ]) str(glex_rpf, list.len = 5) # xgboost ----- library(xgboost) x <- as.matrix(mtcars[, -1]) y <- mtcars$mpg xg <- xgboost(x[1:26, ], y[1:26], max_depth = 4, learning_rate = .1, nrounds = 10, verbosity = 0, nthreads = 1 ) glex(xg, x[27:32, ]) glex(xg, mtcars[27:32, ]) ## Not run: # Parallel execution doParallel::registerDoParallel() glex(xg, x[27:32, ]) ## End(Not run) # ranger ----- library(ranger) x <- as.matrix(mtcars[, -1]) y <- mtcars$mpg rf <- ranger( x = x[1:26, ], y = y[1:26], num.trees = 5, max.depth = 3, node.stats = TRUE ) glex(rf, x[27:32, ]) glex(rf, mtcars[27:32, ]) ## Not run: # Parallel execution doParallel::registerDoParallel() glex(rf, x[27:32, ]) ## End(Not run)
Plots the prediction components for a single observation, identified by the row number in the dataset used
with glex().
Since the resulting plot can be quite busy due to potentially large amounts of elements, it is highly
recommended to use predictors, max_interaction, or threshold to restrict the number of
elements in the plot.
glex_explain( object, id, threshold = 0, max_interaction = NULL, predictors = NULL, class = NULL, barheight = 0.5 )glex_explain( object, id, threshold = 0, max_interaction = NULL, predictors = NULL, class = NULL, barheight = 0.5 )
object |
Object of class |
id |
( |
threshold |
( |
max_interaction |
( |
predictors |
( |
class |
( |
barheight |
( |
A ggplot object.
Other Visualization functions:
autoplot.glex(),
autoplot.glex_vi(),
plot_pdp()
set.seed(1) # Random Planted Forest ----- library(randomPlantedForest) rp <- rpf(mpg ~ ., data = mtcars[1:26, ], max_interaction = 2) glex_rpf <- glex(rp, mtcars[27:32, ]) glex_explain(glex_rpf, id = 3, predictors = "hp", threshold = 0.01)set.seed(1) # Random Planted Forest ----- library(randomPlantedForest) rp <- rpf(mpg ~ ., data = mtcars[1:26, ], max_interaction = 2) glex_rpf <- glex(rp, mtcars[27:32, ]) glex_explain(glex_rpf, id = 3, predictors = "hp", threshold = 0.01)
The color choices used across all glex visualization functions can be
adjusted globally via options():
glex.palette (NULL): Diverging palette used to color continuous
interaction effects in plot_twoway_effects() and
plot_threeway_effects(). The default NULL uses a blue/red gradient
built from glex.colors_sign, matching the look of the Python shap
and shapiq packages. Set to the name of a diverging
scico palette (e.g. "vik", "roma") to use that
instead.
glex.palette_discrete ("Dark2"): Discrete palette used to color
categorical predictors in interaction plots. Accepts a vector of colors
(used via ggplot2::scale_color_manual()), the string "okabe-ito"
(the colorblind-safe Okabe-Ito palette via grDevices::palette.colors()),
the name of a scico palette, or the name of an
RColorBrewer palette.
glex.colors_sign (c("#008BFB", "#FF0051")): Two colors for
negative and positive contributions in glex_explain(), also used as
the endpoints of the default continuous gradient. The defaults
follow the blue/red convention familiar from the Python shap and
shapiq packages.
glex.color_line ("#194155"): Color for main effect lines and
columns drawn by autoplot() and plot_pdp().
# Use a scico palette for continuous effects instead of the default gradient options(glex.palette = "roma") # Restore the default shap-style gradient options(glex.palette = NULL) # Categorical predictors: Okabe-Ito, a scico/brewer palette, or custom colors options(glex.palette_discrete = "okabe-ito") options(glex.palette_discrete = "batlow") options(glex.palette_discrete = c("#E69F00", "#56B4E9", "#009E73"))# Use a scico palette for continuous effects instead of the default gradient options(glex.palette = "roma") # Restore the default shap-style gradient options(glex.palette = NULL) # Categorical predictors: Okabe-Ito, a scico/brewer palette, or custom colors options(glex.palette_discrete = "okabe-ito") options(glex.palette_discrete = "batlow") options(glex.palette_discrete = c("#E69F00", "#56B4E9", "#009E73"))
Variable Importance for Main and Interaction Terms
glex_vi(object, ...)glex_vi(object, ...)
object |
Object of class |
... |
(Unused) |
The m reported here is the average absolute value of m as reported by glex(), aggregated by term:
In turn, m_rel rescales m by the average prediction of the model (, intercept as reported by glex()):
A data.table::data.table() with columns:
degree (integer): Degree of interaction of the term, with 1 being main effects,
2 being 2-degree interactions etc.
term (character): Model term, e.g. main effect x1 or interaction term x1:x2, x1:x3:x5 etc.
class (factor): For multiclass targets only: The associated target class. Lists all classes in the
target, not limited to the majority vote.
m (numeric): Average absolute contribution of term, see Details.
m_rel (numeric): m but relative to the average prediction (intercept in glex() output).
set.seed(1) # xgboost ----- library(xgboost) x <- as.matrix(mtcars[, -1]) y <- mtcars$mpg xg <- xgboost(x[1:26, ], y[1:26], max_depth = 4, learning_rate = .1, nrounds = 10, verbosity = 0, nthreads = 1 ) glex_xgb <- glex(xg, x[27:32, ]) vi_xgb <- glex_vi(glex_xgb) library(ggplot2) autoplot(vi_xgb) autoplot(vi_xgb, by_degree = TRUE)set.seed(1) # xgboost ----- library(xgboost) x <- as.matrix(mtcars[, -1]) y <- mtcars$mpg xg <- xgboost(x[1:26, ], y[1:26], max_depth = 4, learning_rate = .1, nrounds = 10, verbosity = 0, nthreads = 1 ) glex_xgb <- glex(xg, x[27:32, ]) vi_xgb <- glex_vi(glex_xgb) library(ggplot2) autoplot(vi_xgb) autoplot(vi_xgb, by_degree = TRUE)
Aggregates the terms of a decomposition such that a set of features is treated as a single feature, named after the group. All terms involving only members of a group are summed into the group's main effect, and terms mixing group members with other features become interactions of the group. Since the decomposition is additive, this regrouping is exact: components still sum to the model prediction, and SHAP values of a group are the sums of its members' SHAP values, preserving the efficiency property.
group_components(object, groups)group_components(object, groups)
object |
( |
groups |
( |
The motivating use case is dummy-encoded categorical features in xgboost:
the decomposition of a one-hot encoded factor spreads its effect across the
dummies and their interactions (e.g. fa:fb), which are artifacts of the
encoding rather than meaningful interactions. Grouping the dummies restores
the factor as one feature, e.g. groups = list(f = c("fa", "fb", "fc"))
turns fa, fb, fc, fa:fb, ... into f, and fa:x1, fa:fb:x1, ...
into f:x1.
For the grouped columns of x, a factor is reconstructed when the group's
columns form a dummy encoding (0/1 values, at most one active per row), with
the active column's name as the level and "(base)" for rows with no active
column (treatment coding). Otherwise the group's column in x is NA and
plot functions cannot be used for that group's main effect.
Object of class glex with grouped m, shap and x.
library(xgboost) set.seed(1) n <- 200 f <- factor(sample(c("a", "b", "c"), n, replace = TRUE)) x1 <- rnorm(n) y <- c(a = 0, b = 2, c = -1)[f] + x1 + c(a = 1, b = 0, c = -1)[f] * x1 + rnorm(n) x <- cbind(model.matrix(~ f - 1), x1) xg <- xgboost(x, y, nrounds = 10, max_depth = 3, nthreads = 1) gl <- glex(xg, x) names(gl$m) grouped <- group_components(gl, groups = list(f = c("fa", "fb", "fc"))) names(grouped$m) all.equal(rowSums(grouped$m), rowSums(gl$m))library(xgboost) set.seed(1) n <- 200 f <- factor(sample(c("a", "b", "c"), n, replace = TRUE)) x1 <- rnorm(n) y <- c(a = 0, b = 2, c = -1)[f] + x1 + c(a = 1, b = 0, c = -1)[f] * x1 + rnorm(n) x <- cbind(model.matrix(~ f - 1), x1) xg <- xgboost(x, y, nrounds = 10, max_depth = 3, nthreads = 1) gl <- glex(xg, x) names(gl$m) grouped <- group_components(gl, groups = list(f = c("fa", "fb", "fc"))) names(grouped$m) all.equal(rowSums(grouped$m), rowSums(gl$m))
A version of plot_main_effect with the intercept term (horizontal line) added,
resulting in a partial dependence plot.
plot_pdp(object, predictor, rug_sides = "b", ...)plot_pdp(object, predictor, rug_sides = "b", ...)
object |
Object of class |
predictor |
|
rug_sides |
|
... |
Used for future expansion. |
A ggplot2 object.
Other Visualization functions:
autoplot.glex(),
autoplot.glex_vi(),
glex_explain()
library(randomPlantedForest) # introduce factor variables to show categorical feature handling mtcars$cyl <- factor(mtcars$cyl) mtcars$vs <- factor(mtcars$vs) # Fit forest, get components set.seed(12) rpfit <- rpf(mpg ~ cyl + wt + hp + drat + vs, data = mtcars, ntrees = 25, max_interaction = 3) components <- glex(rpfit, mtcars) plot_pdp(components, "wt") plot_pdp(components, "cyl")library(randomPlantedForest) # introduce factor variables to show categorical feature handling mtcars$cyl <- factor(mtcars$cyl) mtcars$vs <- factor(mtcars$vs) # Fit forest, get components set.seed(12) rpfit <- rpf(mpg ~ cyl + wt + hp + drat + vs, data = mtcars, ntrees = 25, max_interaction = 3) components <- glex(rpfit, mtcars) plot_pdp(components, "wt") plot_pdp(components, "cyl")
This is implemented mainly to avoid flooding the console in cases where the glex object
uses many terms, which leads to a large amount of column names of $m being printed to the console.
This function wraps str() with a truncated output for a more compact representation.
## S3 method for class 'glex' print(x, ...)## S3 method for class 'glex' print(x, ...)
x |
Object to print. |
... |
(Unused) |
# Random Planted Forest ----- library(randomPlantedForest) rp <- rpf(mpg ~ hp + wt + drat, data = mtcars[1:26, ], max_interaction = 2) glex(rp, mtcars[27:32, ])# Random Planted Forest ----- library(randomPlantedForest) rp <- rpf(mpg ~ hp + wt + drat, data = mtcars[1:26, ], max_interaction = 2) glex(rp, mtcars[27:32, ])
Subset components
subset_components(components, term) subset_component_names(components, term)subset_components(components, term) subset_component_names(components, term)
components |
An object of class |
term |
( |
subset_components(): An object of class glex.
subset_component_names(): A character vector.
library(randomPlantedForest) # introduce factor variables to show categorical feature handling mtcars$cyl <- factor(mtcars$cyl) mtcars$vs <- factor(mtcars$vs) # Fit forest, get components set.seed(12) rpfit <- rpf(mpg ~ cyl + wt + hp + drat + vs, data = mtcars, ntrees = 25, max_interaction = 3) components <- glex(rpfit, mtcars) # Get component object with only "hp" and its interactions subset_components(components, "hp") subset_component_names(components, "hp")library(randomPlantedForest) # introduce factor variables to show categorical feature handling mtcars$cyl <- factor(mtcars$cyl) mtcars$vs <- factor(mtcars$vs) # Fit forest, get components set.seed(12) rpfit <- rpf(mpg ~ cyl + wt + hp + drat + vs, data = mtcars, ntrees = 25, max_interaction = 3) components <- glex(rpfit, mtcars) # Get component object with only "hp" and its interactions subset_components(components, "hp") subset_component_names(components, "hp")
This is a slight variation of ggplot2::theme_minimal() with increased font size.
theme_glex( base_size = 13, base_family = "", base_line_size = base_size/22, base_rect_size = base_size/22, grid_x = TRUE, grid_y = FALSE )theme_glex( base_size = 13, base_family = "", base_line_size = base_size/22, base_rect_size = base_size/22, grid_x = TRUE, grid_y = FALSE )
base_size |
( |
base_family |
( |
base_line_size, base_rect_size
|
( |
grid_x |
( |
grid_y |
( |
A ggplot2 theme object
library(ggplot2) ggplot(mtcars, aes(wt, mpg)) + geom_point() + theme_glex()library(ggplot2) ggplot(mtcars, aes(wt, mpg)) + geom_point() + theme_glex()