shap_vals.py

# Libraries
# --------------------------------------------------------------------------------------------------------
import pandas as pd
import numpy as np
import shap

from xgboost import XGBClassifier
from sklearn.ensemble import RandomForestClassifier, BaggingClassifier, AdaBoostClassifier
from sklearn.neural_network import MLPClassifier
from sklearn.svm import SVC
from sklearn.linear_model import  LogisticRegression
from sklearn.tree import DecisionTreeClassifier
# --------------------------------------------------------------------------------------------------------

# Reading test and training data
# --------------------------------------------------------------------------------------------------------
def read_data():
    # Load test data
    X_test_pre = np.load('../gen_train_data/data/output/pre/X_test_pre.npy', allow_pickle=True)
    y_test_pre = np.load('../gen_train_data/data/output/pre/y_test_pre.npy', allow_pickle=True)
    X_test_post = np.load('../gen_train_data/data/output/post/X_test_post.npy', allow_pickle=True)
    y_test_post = np.load('../gen_train_data/data/output/post/y_test_post.npy', allow_pickle=True)

    # Load ORIGINAL training data
    X_train_pre = np.load('../gen_train_data/data/output/pre/X_train_pre.npy', allow_pickle=True)
    y_train_pre = np.load('../gen_train_data/data/output/pre/y_train_pre.npy', allow_pickle=True)
    X_train_post = np.load('../gen_train_data/data/output/post/X_train_post.npy', allow_pickle=True)
    y_train_post = np.load('../gen_train_data/data/output/post/y_train_post.npy', allow_pickle=True)

    # Load oversampled training data
    X_train_over_pre = np.load('../gen_train_data/data/output/pre/X_train_over_pre.npy', allow_pickle=True)
    y_train_over_pre = np.load('../gen_train_data/data/output/pre/y_train_over_pre.npy', allow_pickle=True)
    X_train_over_post = np.load('../gen_train_data/data/output/post/X_train_over_post.npy', allow_pickle=True)
    y_train_over_post = np.load('../gen_train_data/data/output/post/y_train_over_post.npy', allow_pickle=True)

    # Load undersampled training data
    X_train_under_pre = np.load('../gen_train_data/data/output/pre/X_train_under_pre.npy', allow_pickle=True)
    y_train_under_pre = np.load('../gen_train_data/data/output/pre/y_train_under_pre.npy', allow_pickle=True)
    X_train_under_post = np.load('../gen_train_data/data/output/post/X_train_under_post.npy', allow_pickle=True)
    y_train_under_post = np.load('../gen_train_data/data/output/post/y_train_under_post.npy', allow_pickle=True)

    data_dic = {
        "X_test_pre": X_test_pre,
        "y_test_pre": y_test_pre,
        "X_test_post": X_test_post,
        "y_test_post": y_test_post,
        "X_train_pre": X_train_pre,
        "y_train_pre": y_train_pre,
        "X_train_post": X_train_post,
        "y_train_post": y_train_post,
        "X_train_over_pre": X_train_over_pre,
        "y_train_over_pre": y_train_over_pre,
        "X_train_over_post": X_train_over_post,
        "y_train_over_post": y_train_over_post,
        "X_train_under_pre": X_train_under_pre,
        "y_train_under_pre": y_train_under_pre,
        "X_train_under_post": X_train_under_post,
        "y_train_under_post": y_train_under_post,
    }

    return data_dic
# --------------------------------------------------------------------------------------------------------

if __name__ == "__main__":

    # Setup
    # --------------------------------------------------------------------------------------------------------
    # Reading data
    data_dic = read_data()
    method_names = {
        0: "ORIG",
        1: "ORIG_CW",
        2: "OVER",
        3: "UNDER"
    }
    # Best model initialization (to be completed - manually)
    # Mapping group-method -> (isTreeModel:bool, model)
    models = {
        "pre_ORIG": (None,None),
        "pre_ORIG_CW": (None,None), 
        "pre_OVER": (None,None),
        "pre_UNDER": (None,None),
        "post_ORIG": (None,None),
        "post_ORIG": (None,None),
        "post_ORIG_CW": (None,None), 
        "post_OVER": (None,None),
        "post_UNDER": (None,None),
    }
    # --------------------------------------------------------------------------------------------------------

    # Shap value generation
    # --------------------------------------------------------------------------------------------------------
    shap_values = {} # Mapping group-method -> shap values
    for i, group in enumerate(['pre', 'post']):
        # Get test dataset based on group
        X_test = data_dic['X_test_' + group]
        y_test = data_dic['y_test_' + group]
        for j, method in enumerate(['', '', 'over_', 'under_']):
            print(f"{group}-{method_names[j]}")
            # Get train dataset based on group and method
            X_train = data_dic['X_train_' + method + group]
            y_train = data_dic['y_train_' + method + group]
            # Retrieve best model for this group-method context
            model_info = models[group + '_' + method_names[j]]
            is_tree = model_info[0]
            model = model_info[1]
            # Fit model with training data
            fitted_model = model.fit(X_train, y_train) # [:500]?
            # Check if we are dealing with a tree vs nn model
            if is_tree:
                explainer = shap.TreeExplainer(fitted_model, X_test) # [:500]?
    # --------------------------------------------------------------------------------------------------------