Make shap an extra dependency (#376)

* Make shap an extra dependency * Add note in method notebooks * Install shap in CI * Add shap to licence check * Handle absence of shap * Simplify installation command with shap * Test on latest dependencies on CI
SeldonIO · Mar 31, 2021 · e358950 · e358950
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diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
@@ -30,9 +30,10 @@ jobs:
       - name: Install dependencies
         run: |
           pip install --upgrade pip setuptools
-          pip install -r requirements/dev.txt
+          pip install --upgrade --upgrade-strategy eager -r requirements/dev.txt
           python -m spacy download en_core_web_md
-          pip install -e .
+          pip install --upgrade --upgrade-strategy eager -e .
+          pip install --upgrade --upgrade-strategy eager -e .[shap]
           pip freeze
       - name: Lint with flake8
         run: |

diff --git a/README.md b/README.md
@@ -84,6 +84,11 @@ To take advantage of distributed computation of explanations, install `alibi` wi
 pip install alibi[ray]
 ```
 
+For SHAP support, install `alibi` as follows:
+```bash
+pip install alibi && pip install alibi[shap]
+```
+
 The alibi explanation API takes inspiration from `scikit-learn`, consisting of distinct initialize,
 fit and explain steps. We will use the [AnchorTabular](https://docs.seldon.io/projects/alibi/en/latest/methods/Anchors.html)
 explainer to illustrate the API:

diff --git a/alibi/explainers/__init__.py b/alibi/explainers/__init__.py
@@ -9,7 +9,6 @@
 from .cem import CEM
 from .cfproto import CounterFactualProto
 from .counterfactual import CounterFactual
-from .shap_wrappers import KernelShap, TreeShap
 from .integrated_gradients import IntegratedGradients
 
 __all__ = ["ALE",
@@ -20,8 +19,12 @@
            "CEM",
            "CounterFactual",
            "CounterFactualProto",
-           "KernelShap",
-           "TreeShap",
            "plot_ale",
            "IntegratedGradients"
            ]
+
+try:
+    from .shap_wrappers import KernelShap, TreeShap
+    __all__ += ["KernelShap", "TreeShap"]
+except ImportError:
+    pass
diff --git a/doc/source/methods/KernelSHAP.ipynb b/doc/source/methods/KernelSHAP.ipynb
@@ -14,6 +14,20 @@
     "# Kernel SHAP"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "<div class=\"alert alert-info\">\n",
+    "To enable SHAP support, you may need to run\n",
+    "    \n",
+    "```bash\n",
+    "pip install alibi[shap]\n",
+    "```\n",
+    "\n",
+    "</div>"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},

diff --git a/doc/source/methods/TreeSHAP.ipynb b/doc/source/methods/TreeSHAP.ipynb
@@ -14,6 +14,20 @@
     "# Tree SHAP"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "<div class=\"alert alert-info\">\n",
+    "To enable SHAP support, you may need to run\n",
+    "    \n",
+    "```bash\n",
+    "pip install alibi[shap]\n",
+    "```\n",
+    "\n",
+    "</div>"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},

diff --git a/examples/interventional_tree_shap_adult_xgb.ipynb b/examples/interventional_tree_shap_adult_xgb.ipynb
@@ -7,6 +7,20 @@
     "# Explaining Tree Models with Interventional Feature Perturbation Tree SHAP"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "<div class=\"alert alert-info\">\n",
+    "To enable SHAP support, you may need to run\n",
+    "    \n",
+    "```bash\n",
+    "pip install alibi[shap]\n",
+    "```\n",
+    "\n",
+    "</div>"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -1369,7 +1383,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.6"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/examples/kernel_shap_adult_categorical_preproc.ipynb b/examples/kernel_shap_adult_categorical_preproc.ipynb
@@ -7,6 +7,20 @@
     "# KernelSHAP: combining preprocessor and predictor"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "<div class=\"alert alert-info\">\n",
+    "To enable SHAP support, you may need to run\n",
+    "    \n",
+    "```bash\n",
+    "pip install alibi[shap]\n",
+    "```\n",
+    "\n",
+    "</div>"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -968,7 +982,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.6"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/examples/kernel_shap_adult_lr.ipynb b/examples/kernel_shap_adult_lr.ipynb
@@ -7,6 +7,20 @@
     "# Handling categorical variables with KernelSHAP "
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "<div class=\"alert alert-info\">\n",
+    "To enable SHAP support, you may need to run\n",
+    "    \n",
+    "```bash\n",
+    "pip install alibi[shap]\n",
+    "```\n",
+    "\n",
+    "</div>"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -2462,7 +2476,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.6"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/examples/kernel_shap_wine_intro.ipynb b/examples/kernel_shap_wine_intro.ipynb
@@ -7,6 +7,20 @@
     "# Kernel SHAP explanation for SVM models "
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "<div class=\"alert alert-info\">\n",
+    "To enable SHAP support, you may need to run\n",
+    "    \n",
+    "```bash\n",
+    "pip install alibi[shap]\n",
+    "```\n",
+    "\n",
+    "</div>"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -1197,7 +1211,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.9"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/examples/kernel_shap_wine_lr.ipynb b/examples/kernel_shap_wine_lr.ipynb
@@ -7,6 +7,20 @@
     "# Kernel SHAP explanation for multinomial logistic regression models "
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "<div class=\"alert alert-info\">\n",
+    "To enable SHAP support, you may need to run\n",
+    "    \n",
+    "```bash\n",
+    "pip install alibi[shap]\n",
+    "```\n",
+    "\n",
+    "</div>"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -937,7 +951,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.6"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/examples/path_dependent_tree_shap_adult_xgb.ipynb b/examples/path_dependent_tree_shap_adult_xgb.ipynb
@@ -7,6 +7,20 @@
     "# Explaining Tree Models with Path-Dependent Feature Perturbation Tree SHAP"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "<div class=\"alert alert-info\">\n",
+    "To enable SHAP support, you may need to run\n",
+    "    \n",
+    "```bash\n",
+    "pip install alibi[shap]\n",
+    "```\n",
+    "\n",
+    "</div>"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -1454,7 +1468,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.6"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/setup.cfg b/setup.cfg
@@ -40,7 +40,7 @@ deps =
   dataclasses # required with py36
   contextvars # required with py36
   immutables # required with py36
-extras = all
+extras = shap
 commands =
   pip-licenses \
     --from=mixed \

diff --git a/setup.py b/setup.py
@@ -12,6 +12,8 @@ def readme():
 extras_require = {
     'examples': ['seaborn>=0.9.0', 'xgboost>=0.90'],
     'ray': ['ray>=0.8.7, <2.0.0'],  # from requirements/dev.txt
+    # shap is separated due to build issues, see https://github.com/slundberg/shap/pull/1802
+    'shap': ['shap>=0.36.0, !=0.38.1, <0.40.0'],  # versioning: https://github.com/SeldonIO/alibi/issues/333
 }
 
 setup(name='alibi',
@@ -37,7 +39,6 @@ def readme():
           'Pillow>=5.4.1, <9.0',
           'tensorflow>=2.0.0, <2.5.0',
           'attrs>=19.2.0, <21.0.0',
-          'shap>=0.36.0, !=0.38.1, <0.40.0',  # https://github.com/SeldonIO/alibi/issues/333
           'scipy>=1.1.0, <2.0.0',
           'matplotlib>=3.0.0, <4.0.0',
           'typing-extensions>=3.7.2; python_version < "3.8"',  # https://github.com/SeldonIO/alibi/pull/248