I'm asked to create a SHAP analysis in R but I cannot find it how to obtain it for a CatBoost model. I can get the SHAP values of an XGBoost model with
shap_values <- shap.values(xgb_model = model, X_train = train_X)
but not for
Here is the reproducible code for my CatBoost model:
library(data.table) library(catboost) train_example <- data.table(categorical_feature = c("a", "b", "a", "a", "b"), payment = c(244, 52352, 4235, 3422, 535), age = c(34, 27, 19, 40, 92), target = c(0,0,1,0,1)) label_values_train <- train_example$target train_X <-train_example[, - "target"] train_X$categorical_feature <- as.factor(train_X$categorical_feature) # datapool for the train dataset: pool <- catboost.load_pool(train_X, label = label_values_train, cat_features = 1) fit_params_report <- list(iterations = 1000, loss_function = 'Logloss', eval_metric='F1', border_count = 42, depth = 8, learning_rate = 0.04, l2_leaf_reg = 0.001, task_type = 'CPU') model <- catboost.train(pool, params = fit_params_report)
How can I proceed to get the SHAP values here?