GPU-Accelerated SHAP values with XGBoost 1.3 and RAPIDS
AI News SharingSHAP values have been available in XGBoost for several versions already, but 1.3 brings GPU acceleration, reducing computation time by up to 20x for SHAP values and 340x for SHAP interaction values.
SHAP values are a technique for local explainability of model predictions. That is, they give you the ability to examine the impact of various features on model output in a principled way.
XGBoost 1.3.0 is just the first release with GPUTreeSHAP, with many additional features planned for the future. Look out for future articles on GPU acceleration for SHAP, including our integration with the popular Python shap package, which extends this work to a broader range of tree models such as LightGBM, sklearn random forests, and CatBoost.
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