@elaraai/east-py-datascience 0.0.2-beta.8 → 0.0.2-beta.80

package/dist/src/shap/shap.d.ts.map

@@ -0,0 +1 @@
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package/dist/src/shap/shap.js

@@ -0,0 +1,500 @@
+/**
+ * Copyright (c) 2025 Elara AI Pty Ltd
+ * Dual-licensed under AGPL-3.0 and commercial license. See LICENSE for details.
+ */
+/**
+ * SHAP platform functions for East.
+ *
+ * Provides model-agnostic feature importance and explainability using SHAP values.
+ * Uses cloudpickle for explainer serialization.
+ *
+ * @packageDocumentation
+ */
+import { East, StructType, VariantType, OptionType, IntegerType, FloatType, StringType, ArrayType, BlobType, NullType, } from "@elaraai/east";
+import { VectorType, MatrixType } from "../types.js";
+import { MAPIEBaseModelDataType } from "../mapie/mapie.js";
+// Re-export shared types for convenience
+export { VectorType, MatrixType } from "../types.js";
+// ============================================================================
+// Data Types
+// ============================================================================
+/** String vector type for feature names */
+export const StringVectorType = ArrayType(StringType);
+// ============================================================================
+// Result Types
+// ============================================================================
+/**
+ * SHAP values type - variant for 2D (regression/binary) or 3D (multi-class).
+ */
+export const ShapValuesType = VariantType({
+    /** 2D matrix for regression or binary classification (n_samples x n_features) */
+    matrix_2d: MatrixType(FloatType),
+    /** 3D tensor for multi-class classification (n_samples x n_features x n_classes) */
+    tensor_3d: ArrayType(MatrixType(FloatType)),
+});
+/**
+ * Base value type - variant for single (regression/binary) or per-class (multi-class).
+ */
+export const ShapBaseValueType = VariantType({
+    /** Single base value for regression or binary classification */
+    single: FloatType,
+    /** Per-class base values for multi-class classification */
+    per_class: VectorType(FloatType),
+});
+/**
+ * Result type for SHAP value computation.
+ */
+export const ShapResultType = StructType({
+    /** SHAP values - 2D matrix or 3D tensor depending on model type */
+    shap_values: ShapValuesType,
+    /** Base value(s) - single float or per-class array */
+    base_value: ShapBaseValueType,
+    /** Feature names */
+    feature_names: StringVectorType,
+});
+/**
+ * Result type for feature importance.
+ */
+export const FeatureImportanceType = StructType({
+    /** Feature names */
+    feature_names: StringVectorType,
+    /** Mean absolute SHAP value for each feature */
+    importances: VectorType(FloatType),
+    /** Standard deviation of absolute SHAP values */
+    std: OptionType(VectorType(FloatType)),
+});
+// ============================================================================
+// Model Blob Types
+// ============================================================================
+/**
+ * Model blob type for serialized SHAP explainers.
+ */
+export const ShapModelBlobType = VariantType({
+    /** SHAP TreeExplainer for tree-based models */
+    shap_tree_explainer: StructType({
+        /** Cloudpickle serialized explainer */
+        data: BlobType,
+        /** Number of input features */
+        n_features: IntegerType,
+    }),
+    /** SHAP KernelExplainer for any model */
+    shap_kernel_explainer: StructType({
+        /** Cloudpickle serialized explainer */
+        data: BlobType,
+        /** Number of input features */
+        n_features: IntegerType,
+    }),
+});
+/**
+ * Tree-based model blob type - accepts XGBoost models and MAPIE wrappers with XGBoost.
+ * Note: LightGBM is not supported for TreeExplainer due to SHAP compatibility issues.
+ * Use KernelExplainer for LightGBM models.
+ */
+export const TreeModelBlobType = VariantType({
+    /** XGBoost regressor */
+    xgboost_regressor: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+        categorical_features: OptionType(VectorType(IntegerType)),
+        categorical_n: OptionType(VectorType(IntegerType)),
+    }),
+    /** XGBoost classifier */
+    xgboost_classifier: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+        n_classes: IntegerType,
+        categorical_features: OptionType(VectorType(IntegerType)),
+        categorical_n: OptionType(VectorType(IntegerType)),
+    }),
+    /** XGBoost quantile regressor (uses median quantile for explanations) */
+    xgboost_quantile: StructType({
+        data: BlobType,
+        quantiles: VectorType(FloatType),
+        n_features: IntegerType,
+        categorical_features: OptionType(VectorType(IntegerType)),
+        categorical_n: OptionType(VectorType(IntegerType)),
+    }),
+    /** MAPIE split conformal regressor with XGBoost base */
+    mapie_split: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        confidence_level: FloatType,
+    }),
+    /** MAPIE cross conformal regressor with XGBoost base */
+    mapie_cross: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        confidence_level: FloatType,
+    }),
+    /** MAPIE CQR conformal regressor with XGBoost base */
+    mapie_cqr: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        confidence_level: FloatType,
+    }),
+    /** MAPIE conformal classifier with XGBoost base */
+    mapie_classifier: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        n_classes: IntegerType,
+        classes: VectorType(IntegerType),
+        confidence_level: FloatType,
+    }),
+});
+/**
+ * Any model blob type - accepts any model for kernel explainer.
+ * Includes all tree-based models plus NGBoost, GP, Torch, and sklearn models.
+ */
+export const AnyModelBlobType = VariantType({
+    // Tree-based
+    xgboost_regressor: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+        categorical_features: OptionType(VectorType(IntegerType)),
+        categorical_n: OptionType(VectorType(IntegerType)),
+    }),
+    xgboost_classifier: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+        n_classes: IntegerType,
+        categorical_features: OptionType(VectorType(IntegerType)),
+        categorical_n: OptionType(VectorType(IntegerType)),
+    }),
+    xgboost_quantile: StructType({
+        data: BlobType,
+        quantiles: VectorType(FloatType),
+        n_features: IntegerType,
+        categorical_features: OptionType(VectorType(IntegerType)),
+        categorical_n: OptionType(VectorType(IntegerType)),
+    }),
+    lightgbm_regressor: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+    }),
+    lightgbm_classifier: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+        n_classes: IntegerType,
+    }),
+    // NGBoost
+    ngboost_regressor: StructType({
+        data: BlobType,
+        distribution: VariantType({
+            normal: NullType,
+            lognormal: NullType,
+        }),
+        n_features: IntegerType,
+    }),
+    // GP
+    gp_regressor: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+        kernel_type: StringType,
+    }),
+    // Torch
+    torch_mlp: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+        hidden_layers: ArrayType(IntegerType),
+        output_dim: IntegerType,
+    }),
+    // Sklearn scalers (for compatibility with SklearnModelBlobType)
+    standard_scaler: StructType({
+        onnx: BlobType,
+        n_features: IntegerType,
+    }),
+    min_max_scaler: StructType({
+        onnx: BlobType,
+        n_features: IntegerType,
+    }),
+    robust_scaler: StructType({
+        onnx: BlobType,
+        n_features: IntegerType,
+    }),
+    label_encoder: StructType({
+        data: BlobType,
+        n_classes: IntegerType,
+    }),
+    ordinal_encoder: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+    }),
+    gaussian_mixture: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+        n_components: IntegerType,
+    }),
+    // Sklearn RegressorChain
+    regressor_chain: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+        n_targets: IntegerType,
+        base_estimator_type: StringType,
+    }),
+    // MAPIE conformal regressors (uses nested variant pattern)
+    mapie_split: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        confidence_level: FloatType,
+    }),
+    mapie_cross: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        confidence_level: FloatType,
+    }),
+    mapie_cqr: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        confidence_level: FloatType,
+    }),
+    // MAPIE conformal classifier (uses nested variant pattern)
+    mapie_classifier: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        n_classes: IntegerType,
+        classes: VectorType(IntegerType),
+        confidence_level: FloatType,
+    }),
+    // MAPIE uncertainty predictors (for explaining interval width / set size)
+    mapie_interval_width: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+    }),
+    mapie_set_size: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+    }),
+});
+// ============================================================================
+// MAPIE Model Types for SHAP
+// ============================================================================
+// Re-export MAPIE model types from mapie.ts for convenience
+export { MAPIEBaseModelDataType } from "../mapie/mapie.js";
+/**
+ * MAPIE regressor model blob type for SHAP.
+ * Accepts split, cross, or CQR conformal regressors.
+ * Must match MAPIERegressorBlobType from mapie.ts.
+ */
+export const MAPIERegressorBlobType = VariantType({
+    mapie_split: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        confidence_level: FloatType,
+    }),
+    mapie_cross: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        confidence_level: FloatType,
+    }),
+    mapie_cqr: StructType({
+        data: MAPIEBaseModelDataType,
+        n_features: IntegerType,
+        confidence_level: FloatType,
+    }),
+});
+/**
+ * MAPIE classifier model blob type for SHAP.
+ * Must match MAPIEClassifierBlobType from mapie.ts.
+ */
+export const MAPIEClassifierBlobType = StructType({
+    data: MAPIEBaseModelDataType,
+    n_features: IntegerType,
+    n_classes: IntegerType,
+    classes: VectorType(IntegerType),
+    confidence_level: FloatType,
+});
+// ============================================================================
+// MAPIE SHAP Result Types
+// ============================================================================
+/**
+ * SHAP result for MAPIE regressors.
+ * Contains explanations for both point prediction and uncertainty (interval width).
+ */
+export const MapieRegressorShapResultType = StructType({
+    /** SHAP values for point prediction (what drives the predicted value) */
+    point_prediction: ShapResultType,
+    /** SHAP values for interval width (what drives uncertainty) */
+    interval_width: ShapResultType,
+});
+/**
+ * SHAP result for MAPIE classifiers.
+ * Contains explanations for both class probabilities and prediction set size.
+ */
+export const MapieClassifierShapResultType = StructType({
+    /** SHAP values for class probabilities (what drives each class probability) */
+    class_probabilities: ShapResultType,
+    /** SHAP values for prediction set size (what drives uncertainty) */
+    prediction_set_size: ShapResultType,
+});
+// ============================================================================
+// Platform Functions
+// ============================================================================
+/**
+ * Create a SHAP TreeExplainer for tree-based models.
+ *
+ * Works with XGBoost and LightGBM models (regressor and classifier).
+ *
+ * @param model - Tree-based model blob (XGBoost or LightGBM)
+ * @returns SHAP TreeExplainer blob
+ */
+export const shap_tree_explainer_create = East.platform("shap_tree_explainer_create", [TreeModelBlobType], ShapModelBlobType);
+/**
+ * Create a SHAP KernelExplainer for any model.
+ *
+ * Works with any model that has a predict method (NGBoost, GP, Torch, etc.).
+ * Requires background data for computing expected values.
+ *
+ * @param model - Any model blob
+ * @param X_background - Background data for computing expected values
+ * @returns SHAP KernelExplainer blob
+ */
+export const shap_kernel_explainer_create = East.platform("shap_kernel_explainer_create", [AnyModelBlobType, MatrixType(FloatType)], ShapModelBlobType);
+/**
+ * Compute SHAP values for samples.
+ *
+ * @param explainer - SHAP explainer blob
+ * @param X - Feature matrix to explain
+ * @param feature_names - Names of features
+ * @returns SHAP values, base value, and feature names
+ */
+export const shap_compute_values = East.platform("shap_compute_values", [ShapModelBlobType, MatrixType(FloatType), StringVectorType], ShapResultType);
+/**
+ * Compute global feature importance from SHAP values.
+ *
+ * @param shap_values - SHAP values (2D matrix or 3D tensor)
+ * @param feature_names - Names of features
+ * @returns Feature importance with mean |SHAP| values
+ */
+export const shap_feature_importance = East.platform("shap_feature_importance", [ShapValuesType, StringVectorType], FeatureImportanceType);
+// ============================================================================
+// Grouped Export
+// ============================================================================
+/**
+ * Type definitions for SHAP functions.
+ */
+export const ShapTypes = {
+    /** String vector type */
+    StringVectorType,
+    /** SHAP values variant type (2D or 3D) */
+    ShapValuesType,
+    /** SHAP base value variant type (single or per-class) */
+    ShapBaseValueType,
+    /** SHAP result type */
+    ShapResultType,
+    /** Feature importance type */
+    FeatureImportanceType,
+    /** SHAP explainer model blob type */
+    ShapModelBlobType,
+    /** Tree model blob type for input */
+    TreeModelBlobType,
+    /** Any model blob type for kernel explainer */
+    AnyModelBlobType,
+};
+/**
+ * SHAP explainability functions.
+ *
+ * Provides model-agnostic feature importance and SHAP value computation.
+ *
+ * @example
+ * ```ts
+ * import { East, variant } from "@elaraai/east";
+ * import { Shap, LightGBM } from "@elaraai/east-py-datascience";
+ *
+ * const explain = East.function([LightGBM.Types.ModelBlobType, Shap.Types.MatrixType(FloatType)], Shap.Types.ShapResultType, ($, model, X) => {
+ *     // Create explainer
+ *     const explainer = $.let(Shap.treeExplainerCreate(model));
+ *
+ *     // Compute SHAP values
+ *     const feature_names = $.let(["feature1", "feature2"]);
+ *     const result = $.let(Shap.computeValues(explainer, X, feature_names));
+ *
+ *     return $.return(result);
+ * });
+ * ```
+ */
+export const Shap = {
+    /**
+     * Create a SHAP TreeExplainer for tree-based models (XGBoost, LightGBM).
+     *
+     * @example
+     * ```ts
+     * import { East, FloatType, MatrixType } from "@elaraai/east";
+     * import { Shap, XGBoost } from "@elaraai/east-py-datascience";
+     *
+     * const explain = East.function(
+     *     [XGBoost.Types.ModelBlobType],
+     *     Shap.Types.ShapModelBlobType,
+     *     ($, model) => {
+     *         return $.return(Shap.treeExplainerCreate(model));
+     *     }
+     * );
+     * ```
+     */
+    treeExplainerCreate: shap_tree_explainer_create,
+    /**
+     * Create a SHAP KernelExplainer for any model.
+     *
+     * Works with any model (NGBoost, GP, Torch, etc.). Requires background
+     * data for computing expected values.
+     *
+     * @example
+     * ```ts
+     * import { East, FloatType, MatrixType } from "@elaraai/east";
+     * import { Shap, NGBoost } from "@elaraai/east-py-datascience";
+     *
+     * const explain = East.function(
+     *     [NGBoost.Types.ModelBlobType, MatrixType(FloatType)],
+     *     Shap.Types.ShapModelBlobType,
+     *     ($, model, X_background) => {
+     *         return $.return(Shap.kernelExplainerCreate(model, X_background));
+     *     }
+     * );
+     * ```
+     */
+    kernelExplainerCreate: shap_kernel_explainer_create,
+    /**
+     * Compute SHAP values for samples.
+     *
+     * @example
+     * ```ts
+     * import { East, FloatType, MatrixType, StringType, VectorType } from "@elaraai/east";
+     * import { Shap } from "@elaraai/east-py-datascience";
+     *
+     * const compute = East.function(
+     *     [Shap.Types.ShapModelBlobType, MatrixType(FloatType)],
+     *     Shap.Types.ShapResultType,
+     *     ($, explainer, X) => {
+     *         const feature_names = $.let(["feature_a", "feature_b"]);
+     *         const result = $.let(Shap.computeValues(explainer, X, feature_names));
+     *         // result.values => SHAP values matrix
+     *         // result.base_value => expected value
+     *         return $.return(result);
+     *     }
+     * );
+     * ```
+     */
+    computeValues: shap_compute_values,
+    /**
+     * Compute global feature importance from SHAP values.
+     *
+     * @example
+     * ```ts
+     * import { East, FloatType, MatrixType, StringType, VectorType } from "@elaraai/east";
+     * import { Shap } from "@elaraai/east-py-datascience";
+     *
+     * const importance = East.function(
+     *     [Shap.Types.ShapModelBlobType, MatrixType(FloatType)],
+     *     Shap.Types.FeatureImportanceType,
+     *     ($, explainer, X) => {
+     *         const feature_names = $.let(["feature_a", "feature_b"]);
+     *         const shap_result = $.let(Shap.computeValues(explainer, X, feature_names));
+     *         return $.return(Shap.featureImportance(shap_result.values, feature_names));
+     *     }
+     * );
+     * ```
+     */
+    featureImportance: shap_feature_importance,
+    /** Type definitions */
+    Types: ShapTypes,
+};
+//# sourceMappingURL=shap.js.map

package/dist/src/shap/shap.js.map

@@ -0,0 +1 @@
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