Hello everyone. Welcome to my second of the 12 Weekly updates.
What did you do this week?
Got some solid work done this week. My PR with previous changes was accepted this week and is live in the eli5 library, i.e. catboost. @prado was very patient with me as I had some cosmetic changes in the docs and explained the reasons iterating through my commits and code reviews. Also I began work on the Phase One(refer proposal for details) of the project on a separate branch and am at the completion of 1/3 of the intended work for it. I have set my development environment and updated my fork with the recent two PR's. I also started dissected the TreeSHAP paper into notes and will be trying to better grasp the algorithm for Phase Two.
What is coming up next?
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Integrate Xgboost shap explainability in eli5
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Integrate CatBoost shap explainability in eli5
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Integrate LightGBM shap explainability in eli5
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Raise A PR for Phase One.
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Start to investigate the TreeShap Paper and break it down, cross checking with the TreeExplainer of SHAP library to incorporate sklearn tree based models. (This will be mentioned every week over the next 2 development weeks for each model incorporated that week.)
Did you get stuck anywhere?
I was caught up in trying to understand the shap library implementation. But then found a post by the person who published the paper and also build the library very helpful. So I am good regarding any blockers.
Thank You for staying till the end. :)