Move things around

NAMESPACE

@@ -65,11 +65,14 @@ export(create_coalition_table)
 export(explain)
 export(explain_forecast)
 export(finalize_explanation)
-export(get_adaptive_arguments_default)
+export(finalize_explanation_forecast)
 export(get_cov_mat)
 export(get_data_specs)
+export(get_extra_est_args_default)
+export(get_iterative_args_default)
 export(get_model_specs)
 export(get_mu_vec)
+export(get_output_args_default)
 export(get_supported_approaches)
 export(hat_matrix_cpp)
 export(mahalanobis_distance_cpp)

NEWS.md

@@ -1,7 +1,7 @@
 # shapr 1.0.0
 
 * (Just some notes so far)
-* Adaptive estimatio/convergence detection
+* iterative estimatio/convergence detection
 * Verbosity
 * Complete restructuring motivated by introducing the Python wrapper. The restructuring splits the explanation tasks into smaller pieces, which was necessary to allow the Python wrapper to move back and forth between R and Python.
 * As part of the restructuring, we also did a number of design changes, resulting in a series of breaking changes described below.

R/approach_vaeac.R

@@ -1664,7 +1664,7 @@ vaeac_check_parameters <- function(x_train,
 #' each batch when generating the Monte Carlo samples. If `NULL`, then the function generates the Monte Carlo samples
 #' for the provided coalitions and all explicands sent to [shapr::explain()] at the time.
 #' The number of coalitions are determined by the `n_batches` used by [shapr::explain()]. We recommend to tweak
-#' `adaptive_arguments$max_batch_size` and `adaptive_arguments$min_n_batches`
+#' `extra_computation_args$max_batch_size` and `extra_computation_args$min_n_batches`
 #' rather than `vaeac.batch_size_sampling`. Larger batch sizes are often much faster provided sufficient memory.
 #' @param vaeac.running_avg_n_values Positive integer (default is `5`). The number of previous IWAE values to include
 #' when we compute the running means of the IWAE criterion.

R/check_convergence.R

@@ -7,9 +7,9 @@
 check_convergence <- function(internal) {
   iter <- length(internal$iter_list)
 
-  convergence_tolerance <- internal$parameters$adaptive_arguments$convergence_tolerance
-  max_iter <- internal$parameters$adaptive_arguments$max_iter
-  max_n_coalitions <- internal$parameters$adaptive_arguments$max_n_coalitions
+  convergence_tol <- internal$parameters$iterative_args$convergence_tol
+  max_iter <- internal$parameters$iterative_args$max_iter
+  max_n_coalitions <- internal$parameters$iterative_args$max_n_coalitions
   paired_shap_sampling <- internal$parameters$paired_shap_sampling
   n_shapley_values <- internal$parameters$n_shapley_values
 
@@ -32,11 +32,11 @@ check_convergence <- function(internal) {
     converged_sd <- FALSE
   } else {
     converged_exact <- FALSE
-    if (!is.null(convergence_tolerance)) {
+    if (!is.null(convergence_tol)) {
       dt_shapley_est0[, maxval := max(.SD, na.rm = TRUE), .SDcols = -c(1, 2), by = .I]
       dt_shapley_est0[, minval := min(.SD, na.rm = TRUE), .SDcols = -c(1, 2), by = .I]
       dt_shapley_est0[, max_sd0 := max_sd0]
-      dt_shapley_est0[, req_samples := (max_sd0 / ((maxval - minval) * convergence_tolerance))^2]
+      dt_shapley_est0[, req_samples := (max_sd0 / ((maxval - minval) * convergence_tol))^2]
       dt_shapley_est0[, conv_measure := max_sd0 / ((maxval - minval) * sqrt(n_sampled_coalitions))]
       dt_shapley_est0[, req_samples := min(req_samples, 2^n_shapley_values - 2)]
 

R/cli.R

@@ -3,17 +3,17 @@ cli_startup <- function(internal, model, verbose) {
 
   is_groupwise <- internal$parameters$is_groupwise
   approach <- internal$parameters$approach
-  adaptive <- internal$parameters$adaptive
+  iterative <- internal$parameters$iterative
   n_shapley_values <- internal$parameters$n_shapley_values
   n_explain <- internal$parameters$n_explain
-  saving_path <- internal$parameters$adaptive_arguments$saving_path
+  saving_path <- internal$parameters$output_args$saving_path
   causal_ordering_names_string <- internal$parameters$causal_ordering_names_string
   max_n_coalitions_causal <- internal$parameters$max_n_coalitions_causal
   confounding_string <- internal$parameters$confounding_string
 
 
   feat_group_txt <- ifelse(is_groupwise, "group-wise", "feature-wise")
-  adaptive_txt <- ifelse(adaptive, "adaptive", "non-adaptive")
+  iterative_txt <- ifelse(iterative, "iterative", "non-iterative")
 
   testing <- internal$parameters$testing
   asymmetric <- internal$parameters$asymmetric
@@ -22,7 +22,7 @@ cli_startup <- function(internal, model, verbose) {
 
   line_vec <- "Model class: {.cls {class(model)}}"
   line_vec <- c(line_vec, "Approach: {.emph {approach}}")
-  line_vec <- c(line_vec, "Adaptive estimation: {.emph {adaptive}}")
+  line_vec <- c(line_vec, "Iterative estimation: {.emph {iterative}}")
   line_vec <- c(line_vec, "Number of {.emph {feat_group_txt}} Shapley values: {n_shapley_values}")
   line_vec <- c(line_vec, "Number of observations to explain: {n_explain}")
   if (isTRUE(asymmetric)) {
@@ -54,8 +54,8 @@ cli_startup <- function(internal, model, verbose) {
   }
 
   if ("basic" %in% verbose) {
-    if (isTRUE(adaptive)) {
-      msg <- "Adaptive computation started"
+    if (isTRUE(iterative)) {
+      msg <- "iterative computation started"
     } else {
       msg <- "Main computation started"
     }
@@ -65,10 +65,10 @@ cli_startup <- function(internal, model, verbose) {
 
 
 cli_iter <- function(verbose, internal, iter) {
-  adaptive <- internal$parameters$adaptive
+  iterative <- internal$parameters$iterative
   asymmetric <- internal$parameters$asymmetric
 
-  if (!is.null(verbose) && isTRUE(adaptive)) {
+  if (!is.null(verbose) && isTRUE(iterative)) {
     cli::cli_h1("Iteration {iter}")
   }
 
@@ -77,7 +77,7 @@ cli_iter <- function(verbose, internal, iter) {
     tot_coal <- internal$iter_list[[iter]]$n_coalitions
     all_coal <- ifelse(asymmetric, internal$parameters$max_n_coalitions, 2^internal$parameters$n_shapley_values)
 
-    extra_msg <- ifelse(adaptive, ", {new_coal} new", "")
+    extra_msg <- ifelse(iterative, ", {new_coal} new", "")
 
     msg <- paste0("Using {tot_coal} of {all_coal} coalitions", extra_msg, ". ")
 

R/compute_estimates.R

@@ -16,7 +16,7 @@ compute_estimates <- function(internal, vS_list) {
   iter <- length(internal$iter_list)
   compute_sd <- internal$iter_list[[iter]]$compute_sd
 
-  n_boot_samps <- internal$parameters$adaptive_arguments$n_boot_samps
+  n_boot_samps <- internal$parameters$extra_computation_args$n_boot_samps
 
   processed_vS_list <- postprocess_vS_list(
     vS_list = vS_list,
@@ -75,7 +75,7 @@ compute_estimates <- function(internal, vS_list) {
 
 #' @keywords internal
 postprocess_vS_list <- function(vS_list, internal) {
-  keep_samp_for_vS <- internal$parameters$keep_samp_for_vS
+  keep_samp_for_vS <- internal$parameters$output_args$keep_samp_for_vS
   prediction_zero <- internal$parameters$prediction_zero
   n_explain <- internal$parameters$n_explain
 
@@ -185,7 +185,7 @@ bootstrap_shapley <- function(internal, dt_vS, n_boot_samps = 100, seed = 123) {
   n_features <- internal$parameters$n_features
   shap_names <- internal$parameters$shap_names
   paired_shap_sampling <- internal$parameters$paired_shap_sampling
-  shapley_reweight <- internal$parameters$shapley_reweighting
+  shapley_reweight <- internal$parameters$kernelSHAP_reweighting
 
   boot_sd_array <- array(NA, dim = c(n_explain, n_features + 1, n_boot_samps))
 
@@ -242,7 +242,7 @@ bootstrap_shapley <- function(internal, dt_vS, n_boot_samps = 100, seed = 123) {
     X_boot <- rbind(X_keep, X_boot0)
     data.table::setorder(X_boot, id_coalition)
 
-    shapley_reweighting(X_boot, reweight = shapley_reweight) # reweights the shapley weights by reference
+    kernelSHAP_reweighting(X_boot, reweight = shapley_reweight) # reweights the shapley weights by reference
 
     W_boot <- shapr::weight_matrix(
       X = X_boot,
@@ -282,7 +282,7 @@ bootstrap_shapley <- function(internal, dt_vS, n_boot_samps = 100, seed = 123) {
         shap_names <- internal$parameters$horizon_features[[i]]
       }
       dt_cols <- c(1, seq_len(n_explain) + (i - 1) * n_explain + 1)
-      dt_vS_this <- dt_vS[, ..dt_cols]
+      dt_vS_this <- dt_vS[, dt_cols, with = FALSE]
       result[[i]] <- bootstrap_shapley_inner(X, n_shapley_values, shap_names, internal, dt_vS_this, n_boot_samps, seed)
     }
     result <- rbindlist(result, fill = TRUE)
@@ -303,7 +303,7 @@ bootstrap_shapley_inner <- function(X, n_shapley_values, shap_names, internal, d
 
   n_explain <- internal$parameters$n_explain
   paired_shap_sampling <- internal$parameters$paired_shap_sampling
-  shapley_reweight <- internal$parameters$shapley_reweighting
+  shapley_reweight <- internal$parameters$kernelSHAP_reweighting
 
   X_org <- copy(X)
 
@@ -377,7 +377,7 @@ bootstrap_shapley_inner <- function(X, n_shapley_values, shap_names, internal, d
 
   for (i in seq_len(n_boot_samps)) {
     this_X <- X_boot[boot_id == i] # This is highly inefficient, but the best way to deal with the reweighting for now
-    shapley_reweighting(this_X, reweight = shapley_reweight)
+    kernelSHAP_reweighting(this_X, reweight = shapley_reweight)
 
     W_boot <- weight_matrix(
       X = this_X,

R/compute_vS.R

@@ -115,7 +115,8 @@ batch_compute_vS <- function(S, internal, model, predict_model, p = NULL) {
   if (regression) {
     dt_vS <- batch_prepare_vS_regression(S = S, internal = internal)
   } else {
-    # Here dt_vS is either only dt_vS or a list containing dt_vS and dt if internal$parameters$keep_samp_for_vS = TRUE
+    # Here dt_vS is either only dt_vS or a list containing dt_vS and dt if
+    # internal$parameters$output_args$keep_samp_for_vS = TRUE
     dt_vS <- batch_prepare_vS_MC(S = S, internal = internal, model = model, predict_model = predict_model)
   }
 
@@ -168,7 +169,7 @@ batch_prepare_vS_MC <- function(S, internal, model, predict_model) {
   explain_lags <- internal$parameters$explain_lags
   y <- internal$data$y
   xreg <- internal$data$xreg
-  keep_samp_for_vS <- internal$parameters$keep_samp_for_vS
+  keep_samp_for_vS <- internal$parameters$output_args$keep_samp_for_vS
   causal_sampling <- internal$parameters$causal_sampling
 
   # Make it optional to store and return the dt_list

R/documentation.R

@@ -3,7 +3,7 @@
 #' @param internal List.
 #' Holds all parameters, data, functions and computed objects used within [explain()]
 #' The list contains one or more of the elements `parameters`, `data`, `objects`, `iter_list`, `timing_list`,
-#' `main_timing_list`, `output`, `iter_timing_list` and `iter_results`.
+#' `main_timing_list`, `output`, and `iter_timing_list`.
 #'
 #' @param model Objects.
 #' The model object that ought to be explained.