scikit-learn-intelex 2025.4.0__py39-none-win_amd64.whl → 2025.5.0__py39-none-win_amd64.whl

scikit_learn_intelex-2025.5.0.data/data/Lib/site-packages/daal4py/mb/gbt_convertors.py

@@ -0,0 +1,855 @@
+# ===============================================================================
+# Copyright 2023 Intel Corporation
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ===============================================================================
+
+import json
+from collections import deque
+from copy import deepcopy
+from tempfile import NamedTemporaryFile
+from typing import Any, Deque, Dict, List, Optional, Tuple
+from warnings import warn
+
+import numpy as np
+
+from .. import gbt_clf_model_builder, gbt_reg_model_builder
+
+
+class CatBoostNode:
+    def __init__(
+        self,
+        split: Optional[Dict] = None,
+        value: Optional[List[float]] = None,
+        right: Optional[int] = None,
+        left: Optional[float] = None,
+        cover: Optional[float] = None,
+    ) -> None:
+        self.split = split
+        self.value = value
+        self.right = right
+        self.left = left
+        self.cover = cover
+
+
+class CatBoostModelData:
+    """Wrapper around the CatBoost model dump for easier access to properties"""
+
+    def __init__(self, data):
+        self.__data = data
+
+    @property
+    def n_features(self):
+        return len(self.__data["features_info"]["float_features"])
+
+    @property
+    def grow_policy(self):
+        return self.__data["model_info"]["params"]["tree_learner_options"]["grow_policy"]
+
+    @property
+    def oblivious_trees(self):
+        return self.__data["oblivious_trees"]
+
+    @property
+    def trees(self):
+        return self.__data["trees"]
+
+    @property
+    def n_classes(self):
+        """Number of classes, returns -1 if it's not a classification model"""
+        if "class_params" in self.__data["model_info"]:
+            return len(self.__data["model_info"]["class_params"]["class_to_label"])
+        return -1
+
+    @property
+    def is_classification(self):
+        return "class_params" in self.__data["model_info"]
+
+    @property
+    def has_categorical_features(self):
+        return "categorical_features" in self.__data["features_info"]
+
+    @property
+    def is_symmetric_tree(self):
+        return self.grow_policy == "SymmetricTree"
+
+    @property
+    def float_features(self):
+        return self.__data["features_info"]["float_features"]
+
+    @property
+    def n_iterations(self):
+        if self.is_symmetric_tree:
+            return len(self.oblivious_trees)
+        else:
+            return len(self.trees)
+
+    @property
+    def bias(self):
+        if self.is_classification:
+            return 0
+        return self.__data["scale_and_bias"][1][0] / self.n_iterations
+
+    @property
+    def scale(self):
+        if self.is_classification:
+            return 1
+        else:
+            return self.__data["scale_and_bias"][0]
+
+    @property
+    def default_left(self):
+        dpo = self.__data["model_info"]["params"]["data_processing_options"]
+        nan_mode = dpo["float_features_binarization"]["nan_mode"]
+        return int(nan_mode.lower() == "min")
+
+
+class Node:
+    """Helper class holding Tree Node information"""
+
+    def __init__(
+        self,
+        cover: float,
+        is_leaf: bool,
+        default_left: bool,
+        feature: int,
+        value: float,
+        n_children: int = 0,
+        left_child: "Optional[Node]" = None,
+        right_child: "Optional[Node]" = None,
+        parent_id: Optional[int] = -1,
+        position: Optional[int] = -1,
+    ) -> None:
+        self.cover = cover
+        self.is_leaf = is_leaf
+        self.default_left = default_left
+        self.__feature = feature
+        self.value = value
+        self.n_children = n_children
+        self.left_child = left_child
+        self.right_child = right_child
+        self.parent_id = parent_id
+        self.position = position
+
+    @staticmethod
+    def from_xgb_dict(
+        input_dict: Dict[str, Any], feature_names_to_indices: dict[str, int]
+    ) -> "Node":
+        if "children" in input_dict:
+            left_child = Node.from_xgb_dict(
+                input_dict["children"][0], feature_names_to_indices
+            )
+            right_child = Node.from_xgb_dict(
+                input_dict["children"][1], feature_names_to_indices
+            )
+            n_children = 2 + left_child.n_children + right_child.n_children
+        else:
+            left_child = None
+            right_child = None
+            n_children = 0
+        is_leaf = "leaf" in input_dict
+        default_left = "yes" in input_dict and input_dict["yes"] == input_dict["missing"]
+        feature = input_dict.get("split")
+        if feature:
+            feature = feature_names_to_indices[feature]
+        return Node(
+            cover=input_dict["cover"],
+            is_leaf=is_leaf,
+            default_left=default_left,
+            feature=feature,
+            value=input_dict["leaf"] if is_leaf else input_dict["split_condition"],
+            n_children=n_children,
+            left_child=left_child,
+            right_child=right_child,
+        )
+
+    @staticmethod
+    def from_lightgbm_dict(input_dict: Dict[str, Any]) -> "Node":
+        if "tree_structure" in input_dict:
+            tree = input_dict["tree_structure"]
+        else:
+            tree = input_dict
+
+        n_children = 0
+        if "left_child" in tree:
+            left_child = Node.from_lightgbm_dict(tree["left_child"])
+            n_children += 1 + left_child.n_children
+        else:
+            left_child = None
+        if "right_child" in tree:
+            right_child = Node.from_lightgbm_dict(tree["right_child"])
+            n_children += 1 + right_child.n_children
+        else:
+            right_child = None
+
+        is_leaf = "leaf_value" in tree
+        # get cover and value for leaf nodes or internal nodes
+        cover = tree.get("leaf_count", 0) or tree.get("internal_count", 0)
+        value = tree.get("leaf_value", 0) or tree.get("threshold", 0)
+        return Node(
+            cover=cover,
+            is_leaf=is_leaf,
+            default_left=tree.get("default_left", 0),
+            feature=tree.get("split_feature"),
+            value=value,
+            n_children=n_children,
+            left_child=left_child,
+            right_child=right_child,
+        )
+
+    def get_value_closest_float_downward(self) -> np.float64:
+        """Get the closest exact fp value smaller than self.value"""
+        return np.nextafter(np.single(self.value), np.single(-np.inf))
+
+    def get_children(self) -> "Optional[Tuple[Node, Node]]":
+        if not self.left_child or not self.right_child:
+            assert self.is_leaf
+        else:
+            return (self.left_child, self.right_child)
+
+    @property
+    def feature(self) -> int:
+        if isinstance(self.__feature, int):
+            return self.__feature
+        if isinstance(self.__feature, str) and self.__feature.isnumeric():
+            return int(self.__feature)
+        raise ValueError(
+            f"Feature names must be integers (got ({type(self.__feature)}){self.__feature})"
+        )
+
+
+class TreeView:
+    """Helper class, treating a list of nodes as one tree"""
+
+    def __init__(self, tree_id: int, root_node: Node) -> None:
+        self.tree_id = tree_id
+        self.root_node = root_node
+
+    @property
+    def is_leaf(self) -> bool:
+        return self.root_node.is_leaf
+
+    @property
+    def value(self) -> float:
+        if not self.is_leaf:
+            raise ValueError("Tree is not a leaf-only tree")
+        if self.root_node.value is None:
+            raise ValueError("Tree is leaf-only but leaf node has no value")
+        return self.root_node.value
+
+    @property
+    def cover(self) -> float:
+        if not self.is_leaf:
+            raise ValueError("Tree is not a leaf-only tree")
+        return self.root_node.cover
+
+    @property
+    def n_nodes(self) -> int:
+        return self.root_node.n_children + 1
+
+
+class TreeList(list):
+    """Helper class that is able to extract all information required by the
+    model builders from various objects"""
+
+    @staticmethod
+    def from_xgb_booster(
+        booster, max_trees: int, feature_names_to_indices: dict[str, int]
+    ) -> "TreeList":
+        """
+        Load a TreeList from an xgb.Booster object
+        Note: We cannot type-hint the xgb.Booster without loading xgb as dependency in pyx code,
+              therefore not type hint is added.
+        """
+
+        # Note: in XGBoost, it's possible to use 'int' type for features that contain
+        # non-integer floating points. In such case, the training procedure and JSON
+        # export from XGBoost will not treat them any differently from 'q'-type
+        # (numeric) features, but the per-tree JSON text dumps used here will output
+        # a split threshold rounded to the nearest integer for those 'int' features,
+        # even if the booster internally has thresholds with decimal points and outputs
+        # them as such in the full-model JSON dumps. Hence the need for this override
+        # mechanism. If this behavior changes in XGBoost, then this conversion and
+        # override can be removed.
+        orig_feature_types = None
+        try:
+            if hasattr(booster, "feature_types"):
+                feature_types = booster.feature_types
+                orig_feature_types = deepcopy(feature_types)
+                if feature_types:
+                    for i in range(len(feature_types)):
+                        if feature_types[i] == "int":
+                            feature_types[i] = "float"
+                    booster.feature_types = feature_types
+
+            tl = TreeList()
+            dump = booster.get_dump(dump_format="json", with_stats=True)
+        finally:
+            if orig_feature_types:
+                booster.feature_types = orig_feature_types
+        for tree_id, raw_tree in enumerate(dump):
+            if max_trees > 0 and tree_id == max_trees:
+                break
+            raw_tree_parsed = json.loads(raw_tree)
+            root_node = Node.from_xgb_dict(raw_tree_parsed, feature_names_to_indices)
+            tl.append(TreeView(tree_id=tree_id, root_node=root_node))
+
+        return tl
+
+    @staticmethod
+    def from_lightgbm_booster_dump(dump: Dict[str, Any]) -> "TreeList":
+        """
+        Load a TreeList from a lgbm Booster dump
+        Note: We cannot type-hint the the Model without loading lightgbm as dependency in pyx code,
+              therefore not type hint is added.
+        """
+        tl = TreeList()
+        for tree_id, tree_dict in enumerate(dump["tree_info"]):
+            root_node = Node.from_lightgbm_dict(tree_dict)
+            tl.append(TreeView(tree_id=tree_id, root_node=root_node))
+
+        return tl
+
+    def __setitem__(self):
+        raise NotImplementedError(
+            "Use TreeList.from_*() methods to initialize a TreeList"
+        )
+
+
+def get_lightgbm_params(booster):
+    return booster.dump_model()
+
+
+def get_xgboost_params(booster):
+    return json.loads(booster.save_config())
+
+
+def get_catboost_params(booster):
+    with NamedTemporaryFile() as fp:
+        booster.save_model(fp.name, "json")
+        fp.seek(0)
+        model_data = json.load(fp)
+    return model_data
+
+
+def get_gbt_model_from_tree_list(
+    tree_list: TreeList,
+    n_iterations: int,
+    is_regression: bool,
+    n_features: int,
+    n_classes: int,
+    base_score: Optional[float] = None,
+):
+    """Return a GBT Model from TreeList"""
+
+    if is_regression:
+        mb = gbt_reg_model_builder(n_features=n_features, n_iterations=n_iterations)
+    else:
+        mb = gbt_clf_model_builder(
+            n_features=n_features, n_iterations=n_iterations, n_classes=n_classes
+        )
+
+    class_label = 0
+    for counter, tree in enumerate(tree_list, start=1):
+        # find out the number of nodes in the tree
+        if is_regression:
+            tree_id = mb.create_tree(tree.n_nodes)
+        else:
+            tree_id = mb.create_tree(n_nodes=tree.n_nodes, class_label=class_label)
+
+        if counter % n_iterations == 0:
+            class_label += 1
+
+        if tree.is_leaf:
+            mb.add_leaf(tree_id=tree_id, response=tree.value, cover=tree.cover)
+            continue
+
+        root_node = tree.root_node
+        parent_id = mb.add_split(
+            tree_id=tree_id,
+            feature_index=root_node.feature,
+            feature_value=root_node.get_value_closest_float_downward(),
+            cover=root_node.cover,
+            default_left=root_node.default_left,
+        )
+
+        # create queue
+        node_queue: Deque[Node] = deque()
+        children = root_node.get_children()
+        assert children is not None
+        for position, child in enumerate(children):
+            child.parent_id = parent_id
+            child.position = position
+            node_queue.append(child)
+
+        while node_queue:
+            node = node_queue.popleft()
+            assert node.parent_id != -1, "node.parent_id must not be -1"
+            assert node.position != -1, "node.position must not be -1"
+
+            if node.is_leaf:
+                mb.add_leaf(
+                    tree_id=tree_id,
+                    response=node.value,
+                    cover=node.cover,
+                    parent_id=node.parent_id,
+                    position=node.position,
+                )
+            else:
+                parent_id = mb.add_split(
+                    tree_id=tree_id,
+                    feature_index=node.feature,
+                    feature_value=node.get_value_closest_float_downward(),
+                    cover=node.cover,
+                    default_left=node.default_left,
+                    parent_id=node.parent_id,
+                    position=node.position,
+                )
+
+                children = node.get_children()
+                assert children is not None
+                for position, child in enumerate(children):
+                    child.parent_id = parent_id
+                    child.position = position
+                    node_queue.append(child)
+
+    return mb.model(base_score=base_score)
+
+
+def get_gbt_model_from_lightgbm(model: Any, booster=None) -> Any:
+    if booster is None:
+        booster = model.dump_model()
+
+    n_features = booster["max_feature_idx"] + 1
+    n_iterations = len(booster["tree_info"]) / booster["num_tree_per_iteration"]
+    n_classes = booster["num_tree_per_iteration"]
+
+    is_regression = False
+    objective_fun = booster["objective"]
+    if n_classes > 2:
+        if "multiclass" not in objective_fun:
+            raise TypeError(
+                "multiclass (softmax) objective is only supported for multiclass classification"
+            )
+    elif "binary" in objective_fun:  # nClasses == 1
+        n_classes = 2
+    else:
+        is_regression = True
+
+    tree_list = TreeList.from_lightgbm_booster_dump(booster)
+
+    return get_gbt_model_from_tree_list(
+        tree_list,
+        n_iterations=n_iterations,
+        is_regression=is_regression,
+        n_features=n_features,
+        n_classes=n_classes,
+    )
+
+
+def get_gbt_model_from_xgboost(booster: Any, xgb_config=None) -> Any:
+    # Note: in the absence of any feature names, XGBoost will generate
+    # tree json dumps where features are named 'f0..N'. While the JSONs
+    # of the whole model will have feature indices, the per-tree JSONs
+    # used here always use string names instead, hence the need for this.
+    feature_names = booster.feature_names
+    if feature_names:
+        feature_names_to_indices = {fname: ind for ind, fname in enumerate(feature_names)}
+    else:
+        feature_names_to_indices = {
+            f"f{ind}": ind for ind in range(booster.num_features())
+        }
+
+    if xgb_config is None:
+        xgb_config = get_xgboost_params(booster)
+
+    n_features = int(xgb_config["learner"]["learner_model_param"]["num_feature"])
+    n_classes = int(xgb_config["learner"]["learner_model_param"]["num_class"])
+    base_score = float(xgb_config["learner"]["learner_model_param"]["base_score"])
+
+    is_regression = False
+    objective_fun = xgb_config["learner"]["learner_train_param"]["objective"]
+
+    # Note: the base score from XGBoost is in the response scale, but the predictions
+    # are calculated in the link scale, so when there is a non-identity link function,
+    # it needs to be converted to the link scale.
+    if objective_fun in ["count:poisson", "reg:gamma", "reg:tweedie", "survival:aft"]:
+        base_score = float(np.log(base_score))
+    elif objective_fun == "reg:logistic":
+        base_score = float(np.log(base_score / (1 - base_score)))
+    elif objective_fun.startswith("rank"):
+        raise TypeError("Ranking objectives are not supported.")
+
+    if n_classes > 2:
+        if objective_fun not in ["multi:softprob", "multi:softmax"]:
+            raise TypeError(
+                "multi:softprob and multi:softmax are only supported for multiclass classification"
+            )
+    elif objective_fun.startswith("binary:"):
+        if objective_fun not in ["binary:logistic", "binary:logitraw"]:
+            raise TypeError(
+                "only binary:logistic and binary:logitraw are supported for binary classification"
+            )
+        n_classes = 2
+        if objective_fun == "binary:logitraw":
+            # daal4py always applies a sigmoid for pred_proba, wheres XGBoost
+            # returns raw predictions with logitraw
+            warn(
+                "objective='binary:logitraw' selected\n"
+                "XGBoost returns raw class scores when calling pred_proba()\n"
+                "whilst scikit-learn-intelex always uses binary:logistic\n"
+            )
+            base_score = float(1 / (1 + np.exp(-base_score)))
+    else:
+        is_regression = True
+
+    # max_trees=0 if best_iteration does not exist
+    max_trees = getattr(booster, "best_iteration", -1) + 1
+    if n_classes > 2:
+        max_trees *= n_classes
+    tree_list = TreeList.from_xgb_booster(booster, max_trees, feature_names_to_indices)
+
+    if hasattr(booster, "best_iteration"):
+        n_iterations = booster.best_iteration + 1
+    else:
+        n_iterations = len(tree_list) // (n_classes if n_classes > 2 else 1)
+
+    return get_gbt_model_from_tree_list(
+        tree_list,
+        n_iterations=n_iterations,
+        is_regression=is_regression,
+        n_features=n_features,
+        n_classes=n_classes,
+        base_score=base_score,
+    )
+
+
+def __get_value_as_list(node):
+    """Make sure the values are a list"""
+    values = node["value"]
+    if isinstance(values, (list, tuple)):
+        return values
+    else:
+        return [values]
+
+
+def __calc_node_weights_from_leaf_weights(weights):
+    def sum_pairs(values):
+        assert len(values) % 2 == 0, "Length of values must be even"
+        return [values[i] + values[i + 1] for i in range(0, len(values), 2)]
+
+    level_weights = sum_pairs(weights)
+    result = [level_weights]
+    while len(level_weights) > 1:
+        level_weights = sum_pairs(level_weights)
+        result.append(level_weights)
+    return result[::-1]
+
+
+def get_gbt_model_from_catboost(booster: Any) -> Any:
+    if not booster.is_fitted():
+        raise RuntimeError("Model should be fitted before exporting to daal4py.")
+
+    model = CatBoostModelData(get_catboost_params(booster))
+
+    if model.has_categorical_features:
+        raise NotImplementedError(
+            "Categorical features are not supported in daal4py Gradient Boosting Trees"
+        )
+
+    if model.is_classification:
+        mb = gbt_clf_model_builder(
+            n_features=model.n_features,
+            n_iterations=model.n_iterations,
+            n_classes=model.n_classes,
+        )
+    else:
+        mb = gbt_reg_model_builder(
+            n_features=model.n_features, n_iterations=model.n_iterations
+        )
+
+    # Create splits array (all splits are placed sequentially)
+    splits = []
+    for feature in model.float_features:
+        if feature["borders"]:
+            for feature_border in feature["borders"]:
+                splits.append(
+                    {"feature_index": feature["feature_index"], "value": feature_border}
+                )
+
+    trees_explicit = []
+    tree_symmetric = []
+
+    if model.is_symmetric_tree:
+        for tree in model.oblivious_trees:
+            cur_tree_depth = len(tree.get("splits", []))
+            tree_symmetric.append((tree, cur_tree_depth))
+    else:
+        for tree in model.trees:
+            n_nodes = 1
+            if "split" not in tree:
+                # handle leaf node
+                values = __get_value_as_list(tree)
+                root_node = CatBoostNode(value=[value * model.scale for value in values])
+                continue
+            # Check if node is a leaf (in case of stump)
+            if "split" in tree:
+                # Get number of trees and splits info via BFS
+                # Create queue
+                nodes_queue = []
+                root_node = CatBoostNode(split=splits[tree["split"]["split_index"]])
+                nodes_queue.append((tree, root_node))
+                while nodes_queue:
+                    cur_node_data, cur_node = nodes_queue.pop(0)
+                    if "value" in cur_node_data:
+                        cur_node.value = __get_value_as_list(cur_node_data)
+                    else:
+                        cur_node.split = splits[cur_node_data["split"]["split_index"]]
+                        left_node = CatBoostNode()
+                        right_node = CatBoostNode()
+                        cur_node.left = left_node
+                        cur_node.right = right_node
+                        nodes_queue.append((cur_node_data["left"], left_node))
+                        nodes_queue.append((cur_node_data["right"], right_node))
+                        n_nodes += 2
+            else:
+                root_node = CatBoostNode()
+                if model.is_classification and model.n_classes > 2:
+                    root_node.value = [value * model.scale for value in tree["value"]]
+                else:
+                    root_node.value = [tree["value"] * model.scale + model.bias]
+            trees_explicit.append((root_node, n_nodes))
+
+    tree_id = []
+    class_label = 0
+    count = 0
+
+    # Only 1 tree for each iteration in case of regression or binary classification
+    if not model.is_classification or model.n_classes == 2:
+        n_tree_each_iter = 1
+    else:
+        n_tree_each_iter = model.n_classes
+
+    shap_ready = False
+
+    # Create id for trees (for the right order in model builder)
+    for i in range(model.n_iterations):
+        for _ in range(n_tree_each_iter):
+            if model.is_symmetric_tree:
+                n_nodes = 2 ** (tree_symmetric[i][1] + 1) - 1
+            else:
+                n_nodes = trees_explicit[i][1]
+
+            if model.is_classification and model.n_classes > 2:
+                tree_id.append(mb.create_tree(n_nodes, class_label))
+                count += 1
+                if count == model.n_iterations:
+                    class_label += 1
+                    count = 0
+
+            elif model.is_classification:
+                tree_id.append(mb.create_tree(n_nodes, 0))
+            else:
+                tree_id.append(mb.create_tree(n_nodes))
+
+    if model.is_symmetric_tree:
+        for class_label in range(n_tree_each_iter):
+            for i in range(model.n_iterations):
+                shap_ready = True  # this code branch provides all info for SHAP values
+                cur_tree_info = tree_symmetric[i][0]
+                cur_tree_id = tree_id[i * n_tree_each_iter + class_label]
+                cur_tree_leaf_val = cur_tree_info["leaf_values"]
+                cur_tree_leaf_weights = cur_tree_info["leaf_weights"]
+                cur_tree_depth = tree_symmetric[i][1]
+                if cur_tree_depth == 0:
+                    mb.add_leaf(
+                        tree_id=cur_tree_id,
+                        response=cur_tree_leaf_val[0],
+                        cover=cur_tree_leaf_weights[0],
+                    )
+                else:
+                    # One split used for the whole level
+                    cur_level_split = splits[
+                        cur_tree_info["splits"][cur_tree_depth - 1]["split_index"]
+                    ]
+                    cur_tree_weights_per_level = __calc_node_weights_from_leaf_weights(
+                        cur_tree_leaf_weights
+                    )
+                    root_weight = cur_tree_weights_per_level[0][0]
+                    root_id = mb.add_split(
+                        tree_id=cur_tree_id,
+                        feature_index=cur_level_split["feature_index"],
+                        feature_value=cur_level_split["value"],
+                        default_left=model.default_left,
+                        cover=root_weight,
+                    )
+                    prev_level_nodes = [root_id]
+
+                    # Iterate over levels, splits in json are reversed (root split is the last)
+                    for cur_level in range(cur_tree_depth - 2, -1, -1):
+                        cur_level_nodes = []
+                        next_level_weights = cur_tree_weights_per_level[cur_level + 1]
+                        cur_level_node_index = 0
+                        for cur_parent in prev_level_nodes:
+                            cur_level_split = splits[
+                                cur_tree_info["splits"][cur_level]["split_index"]
+                            ]
+                            cur_left_node = mb.add_split(
+                                tree_id=cur_tree_id,
+                                parent_id=cur_parent,
+                                position=0,
+                                feature_index=cur_level_split["feature_index"],
+                                feature_value=cur_level_split["value"],
+                                default_left=model.default_left,
+                                cover=next_level_weights[cur_level_node_index],
+                            )
+                            # cur_level_node_index += 1
+                            cur_right_node = mb.add_split(
+                                tree_id=cur_tree_id,
+                                parent_id=cur_parent,
+                                position=1,
+                                feature_index=cur_level_split["feature_index"],
+                                feature_value=cur_level_split["value"],
+                                default_left=model.default_left,
+                                cover=next_level_weights[cur_level_node_index],
+                            )
+                            # cur_level_node_index += 1
+                            cur_level_nodes.append(cur_left_node)
+                            cur_level_nodes.append(cur_right_node)
+                        prev_level_nodes = cur_level_nodes
+
+                    # Different storing format for leaves
+                    if not model.is_classification or model.n_classes == 2:
+                        for last_level_node_num in range(len(prev_level_nodes)):
+                            mb.add_leaf(
+                                tree_id=cur_tree_id,
+                                response=cur_tree_leaf_val[2 * last_level_node_num]
+                                * model.scale
+                                + model.bias,
+                                parent_id=prev_level_nodes[last_level_node_num],
+                                position=0,
+                                cover=cur_tree_leaf_weights[2 * last_level_node_num],
+                            )
+                            mb.add_leaf(
+                                tree_id=cur_tree_id,
+                                response=cur_tree_leaf_val[2 * last_level_node_num + 1]
+                                * model.scale
+                                + model.bias,
+                                parent_id=prev_level_nodes[last_level_node_num],
+                                position=1,
+                                cover=cur_tree_leaf_weights[2 * last_level_node_num + 1],
+                            )
+                    else:
+                        shap_ready = False
+                        for last_level_node_num in range(len(prev_level_nodes)):
+                            left_index = (
+                                2 * last_level_node_num * n_tree_each_iter + class_label
+                            )
+                            right_index = (
+                                2 * last_level_node_num + 1
+                            ) * n_tree_each_iter + class_label
+                            mb.add_leaf(
+                                tree_id=cur_tree_id,
+                                response=cur_tree_leaf_val[left_index] * model.scale
+                                + model.bias,
+                                parent_id=prev_level_nodes[last_level_node_num],
+                                position=0,
+                                cover=0.0,
+                            )
+                            mb.add_leaf(
+                                tree_id=cur_tree_id,
+                                response=cur_tree_leaf_val[right_index] * model.scale
+                                + model.bias,
+                                parent_id=prev_level_nodes[last_level_node_num],
+                                position=1,
+                                cover=0.0,
+                            )
+    else:
+        shap_ready = False
+        for class_label in range(n_tree_each_iter):
+            for i in range(model.n_iterations):
+                root_node = trees_explicit[i][0]
+
+                cur_tree_id = tree_id[i * n_tree_each_iter + class_label]
+                # Traverse tree via BFS and build tree with modelbuilder
+                if root_node.value is None:
+                    root_id = mb.add_split(
+                        tree_id=cur_tree_id,
+                        feature_index=root_node.split["feature_index"],
+                        feature_value=root_node.split["value"],
+                        default_left=model.default_left,
+                        cover=0.0,
+                    )
+                    nodes_queue = [(root_node, root_id)]
+                    while nodes_queue:
+                        cur_node, cur_node_id = nodes_queue.pop(0)
+                        left_node = cur_node.left
+                        # Check if node is a leaf
+                        if left_node.value is None:
+                            left_node_id = mb.add_split(
+                                tree_id=cur_tree_id,
+                                parent_id=cur_node_id,
+                                position=0,
+                                feature_index=left_node.split["feature_index"],
+                                feature_value=left_node.split["value"],
+                                default_left=model.default_left,
+                                cover=0.0,
+                            )
+                            nodes_queue.append((left_node, left_node_id))
+                        else:
+                            mb.add_leaf(
+                                tree_id=cur_tree_id,
+                                response=left_node.value[class_label],
+                                parent_id=cur_node_id,
+                                position=0,
+                                cover=0.0,
+                            )
+                        right_node = cur_node.right
+                        # Check if node is a leaf
+                        if right_node.value is None:
+                            right_node_id = mb.add_split(
+                                tree_id=cur_tree_id,
+                                parent_id=cur_node_id,
+                                position=1,
+                                feature_index=right_node.split["feature_index"],
+                                feature_value=right_node.split["value"],
+                                default_left=model.default_left,
+                                cover=0.0,
+                            )
+                            nodes_queue.append((right_node, right_node_id))
+                        else:
+                            mb.add_leaf(
+                                tree_id=cur_tree_id,
+                                response=cur_node.right.value[class_label],
+                                parent_id=cur_node_id,
+                                position=1,
+                                cover=0.0,
+                            )
+
+                else:
+                    # Tree has only one node
+                    mb.add_leaf(
+                        tree_id=cur_tree_id,
+                        response=root_node.value[class_label],
+                        cover=0.0,
+                    )
+
+    if not shap_ready:
+        warn("Converted models of this type do not support SHAP value calculation")
+    else:
+        warn(
+            "CatBoost SHAP values seem to be incorrect. "
+            "Values from converted models will differ. "
+            "See https://github.com/catboost/catboost/issues/2556 for more details."
+        )
+    return mb.model(base_score=0.0)