From global to local MDI variable importances for random forests and when they are Shapley values

• Antonio Sutera ([email protected])
• Gilles Louppe
• Vân Anh Huynh-Thu
• Louis Wehenkel
• Pierre Geurts

Installation

To install the package LocalMDI_cy

python setuplocalmdi.py build_ext --inplace

Main dependencies

• Scikit-Learn (pip install -U scikit-learn or link: https://scikit-learn.org/)
• treeinterpreter (pip install treeinterpreter or link: https://pypi.org/project/treeinterpreter/)
• shap (pip install shap or link: https://shap.readthedocs.io/en/latest/)
• sage (link: https://github.com/iancovert/sage/ or download https://github.com/iancovert/sage/archive/master.zip, then pip install . in downloaded folder)

License: BSD 3 clause

Contact: Antonio Sutera