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Commit 4d6ff287 authored by Yachen Yan's avatar Yachen Yan Committed by Guolin Ke
Browse files

Add Feature Contribution Plot (#330)

parent c4c83bc7
...@@ -22,6 +22,7 @@ export(lgb.interprete) ...@@ -22,6 +22,7 @@ export(lgb.interprete)
export(lgb.load) export(lgb.load)
export(lgb.model.dt.tree) export(lgb.model.dt.tree)
export(lgb.plot.importance) export(lgb.plot.importance)
export(lgb.plot.interpretation)
export(lgb.save) export(lgb.save)
export(lgb.train) export(lgb.train)
export(lightgbm) export(lightgbm)
......
...@@ -44,7 +44,7 @@ lgb.plot.importance <- function(tree_imp, top_n = 10, measure = "Gain", left_mar ...@@ -44,7 +44,7 @@ lgb.plot.importance <- function(tree_imp, top_n = 10, measure = "Gain", left_mar
on.exit(par(op)) on.exit(par(op))
par(mar = op$mar %>% magrittr::inset(., 2, left_margin)) par(mar = op$mar %>% magrittr::inset(., 2, left_margin))
tree_imp[.N:1, tree_imp[.N:1,
barplot(height = get(measure), names.arg = Feature, horiz = TRUE, barplot(height = get(measure), names.arg = Feature, horiz = TRUE, border = NA,
main = "Feature Importance", xlab = measure, cex.names = cex, las = 1)] main = "Feature Importance", xlab = measure, cex.names = cex, las = 1)]
invisible(tree_imp) invisible(tree_imp)
} }
#' Plot feature contribution as a bar graph
#'
#' Plot previously calculated feature contribution as a bar graph.
#'
#' @param tree_interpretation_dt a \code{data.table} returned by \code{\link{lgb.interprete}}.
#' @param top_n maximal number of top features to include into the plot.
#' @param cols the column numbers of layout, will be used only for multiclass classification feature contribution.
#' @param left_margin (base R barplot) allows to adjust the left margin size to fit feature names.
#' @param cex (base R barplot) passed as \code{cex.names} parameter to \code{barplot}.
#'
#' @details
#' The graph represents each feature as a horizontal bar of length proportional to the defined contribution of a feature.
#' Features are shown ranked in a decreasing contribution order.
#'
#' @return
#' The \code{lgb.plot.interpretation} function creates a \code{barplot}
#'
#' @examples
#'
#' Sigmoid <- function(x) 1 / (1 + exp(-x))
#' Logit <- function(x) log(x / (1 - x))
#' data(agaricus.train, package = 'lightgbm')
#' train <- agaricus.train
#' dtrain <- lgb.Dataset(train$data, label = train$label)
#' setinfo(dtrain, "init_score", rep(Logit(mean(train$label)), length(train$label)))
#' data(agaricus.test, package = 'lightgbm')
#' test <- agaricus.test
#'
#' params = list(objective = "binary",
#' learning_rate = 0.01, num_leaves = 63, max_depth = -1,
#' min_data_in_leaf = 1, min_sum_hessian_in_leaf = 1)
#' model <- lgb.train(params, dtrain, 20)
#' model <- lgb.train(params, dtrain, 20)
#'
#' tree_interpretation <- lgb.interprete(model, test$data, 1:5)
#' lgb.plot.interpretation(tree_interpretation[[1]], top_n = 10)
#'
#' @export
lgb.plot.interpretation <- function(tree_interpretation_dt, top_n = 10, cols = 1, left_margin = 10, cex = NULL) {
num_class <- ncol(tree_interpretation_dt) - 1
op <- par(no.readonly = TRUE)
on.exit(par(op))
par(mar = op$mar %>% magrittr::inset(., 1:3, c(3, left_margin, 2)))
if (num_class == 1) {
multiple.tree.plot.interpretation(tree_interpretation_dt, top_n = top_n, title = NULL, cex = cex)
} else {
layout_mat <- matrix(seq(1, cols * ceiling(num_class / cols)),
ncol = cols, nrow = ceiling(num_class / cols))
par(mfcol = c(nrow(layout_mat), ncol(layout_mat)))
for (i in seq_len(num_class)) {
tree_interpretation_dt[, c(1, i + 1), with = FALSE] %T>%
data.table::setnames(., old = names(.), new = c("Feature", "Contribution")) %>%
multiple.tree.plot.interpretation(., top_n = top_n, title = paste("Class", i - 1), cex = cex)
}
}
}
multiple.tree.plot.interpretation <- function(tree_interpretation, top_n, title, cex) {
tree_interpretation <- tree_interpretation[order(abs(Contribution), decreasing = TRUE),][1:min(top_n, .N),]
if (is.null(cex)) {
cex <- 2.5 / log2(1 + top_n)
}
tree_interpretation[.N:1,
barplot(height = Contribution, names.arg = Feature, horiz = TRUE,
col = ifelse(Contribution > 0, "firebrick", "steelblue"),
border = NA, main = title, cex.names = cex, las = 1)]
invisible(NULL)
}
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/lgb.plot.interpretation.R
\name{lgb.plot.interpretation}
\alias{lgb.plot.interpretation}
\title{Plot feature contribution as a bar graph}
\usage{
lgb.plot.interpretation(tree_interpretation_dt, top_n = 10, cols = 1,
left_margin = 10, cex = NULL)
}
\arguments{
\item{tree_interpretation_dt}{a \code{data.table} returned by \code{\link{lgb.interprete}}.}
\item{top_n}{maximal number of top features to include into the plot.}
\item{cols}{the column numbers of layout, will be used only for multiclass classification feature contribution.}
\item{left_margin}{(base R barplot) allows to adjust the left margin size to fit feature names.}
\item{cex}{(base R barplot) passed as \code{cex.names} parameter to \code{barplot}.}
}
\value{
The \code{lgb.plot.interpretation} function creates a \code{barplot}
}
\description{
Plot previously calculated feature contribution as a bar graph.
}
\details{
The graph represents each feature as a horizontal bar of length proportional to the defined contribution of a feature.
Features are shown ranked in a decreasing contribution order.
}
\examples{
Sigmoid <- function(x) 1 / (1 + exp(-x))
Logit <- function(x) log(x / (1 - x))
data(agaricus.train, package = 'lightgbm')
train <- agaricus.train
dtrain <- lgb.Dataset(train$data, label = train$label)
setinfo(dtrain, "init_score", rep(Logit(mean(train$label)), length(train$label)))
data(agaricus.test, package = 'lightgbm')
test <- agaricus.test
params = list(objective = "binary",
learning_rate = 0.01, num_leaves = 63, max_depth = -1,
min_data_in_leaf = 1, min_sum_hessian_in_leaf = 1)
model <- lgb.train(params, dtrain, 20)
model <- lgb.train(params, dtrain, 20)
tree_interpretation <- lgb.interprete(model, test$data, 1:5)
lgb.plot.interpretation(tree_interpretation[[1]], top_n = 10)
}
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