Extended compatibility with xgboost, now requiring xgboost (>= 3.0.0) in Suggests:
Updated tests and examples for the new API
Plot colors are now configurable via options() and documented in ?glex_options: glex.palette (diverging palette for continuous interaction effects; NULL for the default shap-style gradient, or the name of a scico palette), glex.palette_discrete (palette for categorical predictors: a color vector, "okabe-ito", a scico palette name, or a brewer palette name), glex.colors_sign (negative/positive colors in glex_explain() and gradient endpoints), and glex.color_line (main effect line/column color).
Default colors updated to follow the blue/red convention of the Python shap/shapiq packages: continuous interaction effects use a #008BFB → white → #FF0051 gradient (previously the cyclic scico palette "vikO"), and glex_explain() uses the same blue/red for negative/positive contributions.
glex 0.5.2
Fix newer xgboost R package compatibility:
Updated tree schema column name from Quality to Gain, matching xgboost commit 73713de ([R] rename Quality -> Gain (#9938), in upstream v2.1.0)
Add new optional parameter probFunction to glex() which specifies the probability function for weighting/marginalization of the leaves (PR#17).
By default, glex() now uses the empirical marginal probabilities to perform the weighting. Previously, the weighting of the leaves was done based on a path-dependent method.
Add theme_glex() as a default theme to all plots.
This is almost identical to [ggplot2::theme_minimal()] aside from increased base font size and convenience flags to toggle vertical and horizontal grid lines.
Limit max_interaction in glex.xgb.Booster to max_depth parameter of xgboost model. If max_depth is not set during model fit, the default value of 6 is assumed. This prevents glex from returning spurious higher-order interactions containing values numerically close to 0.
Extend plot functions to multiclass classification. In most cases that means facetting by the target class.
Overhaul glex_explain to a waterfall plot showing the SHAP decomposition for given predictors.
autoplot.glex_vi gains a max_interaction argument in line with glex_explain, and now similarly aggregates terms that either fall below threshold or exceed max_interaction.
Add glex.print for a more compact output in case of large numbers of terms.
glex 0.3.0
Added plotting functions for main, 2- and 3-degree interaction terms