potential_interactions {shapviz}

Interaction Strength

Description

Returns a vector of interaction strengths between variable v and all other variables, see Details.

Usage

potential_interactions(
  obj,
  v,
  nbins = NULL,
  color_num = TRUE,
  scale = FALSE,
  adjusted = FALSE
)

Arguments

obj

An object of class "shapviz".

v

Variable name to calculate potential SHAP interactions for.

nbins

Into how many quantile bins should a numeric v be binned? The default NULL equals the smaller of n/20 and \sqrt n (rounded up), where n is the sample size. Ignored if obj contains SHAP interactions.

color_num

Should other ("color") features ⁠v'⁠ be converted to numeric, even if they are factors/characters? Default is TRUE. Ignored if obj contains SHAP interactions.

scale

Should adjusted R-squared be multiplied with the sample variance of within-bin SHAP values? If TRUE, bins with stronger vertical scatter will get higher weight. The default is FALSE. Ignored if obj contains SHAP interactions.

adjusted

Should adjusted R-squared be used? Default is FALSE.

Details

If SHAP interaction values are available, the interaction strength between feature v and another feature ⁠v'⁠ is measured by twice their mean absolute SHAP interaction values.

Otherwise, we use a heuristic calculated as follows:

1. If v is numeric, it is binned into nbins bins.

2. Per bin, the SHAP values of v are regressed onto v, and the R-squared is calculated. Rows with missing ⁠v'⁠ are discarded.

3. The R-squared are averaged over bins, weighted by the number of non-missing ⁠v'⁠ values.

This measures how much variability in the SHAP values of v is explained by ⁠v'⁠, after accounting for v.

Set scale = TRUE to multiply the R-squared by the within-bin variance of the SHAP values. This will put higher weight to bins with larger scatter.

Set color_num = FALSE to not turn the values of the "color" feature ⁠v'⁠ to numeric.

Finally, set adjusted = TRUE to use adjusted R-squared.

The algorithm does not consider observations with missing ⁠v'⁠ values.

Value

A named vector of decreasing interaction strengths.

See Also

sv_dependence()