692 lines
25 KiB
Python
692 lines
25 KiB
Python
import os
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import tempfile
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import types
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import warnings
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from contextlib import contextmanager
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from typing import Any
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import numpy as np
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import yaml
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import mlflow
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import mlflow.utils.autologging_utils
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from mlflow import pyfunc
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from mlflow.models import Model, ModelInputExample, ModelSignature
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from mlflow.models.model import MLMODEL_FILE_NAME
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from mlflow.models.utils import _save_example
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from mlflow.tracking._model_registry import DEFAULT_AWAIT_MAX_SLEEP_SECONDS
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from mlflow.tracking.artifact_utils import _download_artifact_from_uri
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from mlflow.utils.docstring_utils import LOG_MODEL_PARAM_DOCS, format_docstring
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from mlflow.utils.environment import (
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_CONDA_ENV_FILE_NAME,
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_CONSTRAINTS_FILE_NAME,
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_PYTHON_ENV_FILE_NAME,
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_REQUIREMENTS_FILE_NAME,
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_get_pip_deps,
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_mlflow_conda_env,
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_process_conda_env,
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_process_pip_requirements,
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_PythonEnv,
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_validate_env_arguments,
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)
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from mlflow.utils.file_utils import write_to
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from mlflow.utils.model_utils import (
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_add_code_from_conf_to_system_path,
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_get_flavor_configuration,
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_validate_and_copy_code_paths,
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_validate_and_prepare_target_save_path,
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)
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from mlflow.utils.requirements_utils import _get_package_name
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from mlflow.utils.uri import append_to_uri_path
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FLAVOR_NAME = "shap"
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_MAXIMUM_BACKGROUND_DATA_SIZE = 100
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_DEFAULT_ARTIFACT_PATH = "model_explanations_shap"
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_SUMMARY_BAR_PLOT_FILE_NAME = "summary_bar_plot.png"
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_BASE_VALUES_FILE_NAME = "base_values.npy"
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_SHAP_VALUES_FILE_NAME = "shap_values.npy"
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_UNKNOWN_MODEL_FLAVOR = "unknown"
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_UNDERLYING_MODEL_SUBPATH = "underlying_model"
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def get_underlying_model_flavor(model):
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"""
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Find the underlying models flavor.
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Args:
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model: underlying model of the explainer.
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"""
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# checking if underlying model is wrapped
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if hasattr(model, "inner_model"):
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unwrapped_model = model.inner_model
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# check if passed model is a method of object
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if isinstance(unwrapped_model, types.MethodType):
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model_object = unwrapped_model.__self__
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# check if model object is of type sklearn
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try:
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import sklearn
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if issubclass(type(model_object), sklearn.base.BaseEstimator):
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return mlflow.sklearn.FLAVOR_NAME
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except ImportError:
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pass
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# check if passed model is of type pytorch
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try:
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import torch
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if issubclass(type(unwrapped_model), torch.nn.Module):
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return mlflow.pytorch.FLAVOR_NAME
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except ImportError:
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pass
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return _UNKNOWN_MODEL_FLAVOR
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def get_default_pip_requirements():
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"""
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A list of default pip requirements for MLflow Models produced by this flavor. Calls to
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:func:`save_explainer()` and :func:`log_explainer()` produce a pip environment that, at
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minimum, contains these requirements.
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"""
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import shap
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return [f"shap=={shap.__version__}"]
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def get_default_conda_env():
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"""
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Returns:
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The default Conda environment for MLflow Models produced by calls to
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:func:`save_explainer()` and :func:`log_explainer()`.
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"""
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return _mlflow_conda_env(additional_pip_deps=get_default_pip_requirements())
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def _load_pyfunc(path):
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"""
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Load PyFunc implementation. Called by ``pyfunc.load_model``.
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"""
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return _SHAPWrapper(path)
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@contextmanager
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def _log_artifact_contextmanager(out_file, artifact_path=None):
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"""
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A context manager to make it easier to log an artifact.
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"""
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with tempfile.TemporaryDirectory() as tmp_dir:
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tmp_path = os.path.join(tmp_dir, out_file)
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yield tmp_path
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mlflow.log_artifact(tmp_path, artifact_path)
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def _log_numpy(numpy_obj, out_file, artifact_path=None):
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"""
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Log a numpy object.
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"""
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with _log_artifact_contextmanager(out_file, artifact_path) as tmp_path:
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np.save(tmp_path, numpy_obj)
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def _log_matplotlib_figure(fig, out_file, artifact_path=None):
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"""
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Log a matplotlib figure.
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"""
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with _log_artifact_contextmanager(out_file, artifact_path) as tmp_path:
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fig.savefig(tmp_path)
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def _get_conda_env_for_underlying_model(underlying_model_path):
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underlying_model_conda_path = os.path.join(underlying_model_path, "conda.yaml")
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with open(underlying_model_conda_path) as underlying_model_conda_file:
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return yaml.safe_load(underlying_model_conda_file)
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def log_explanation(predict_function, features, artifact_path=None):
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r"""
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Given a ``predict_function`` capable of computing ML model output on the provided ``features``,
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computes and logs explanations of an ML model's output. Explanations are logged as a directory
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of artifacts containing the following items generated by `SHAP`_ (SHapley Additive
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exPlanations).
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- Base values
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- SHAP values (computed using `shap.KernelExplainer`_)
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- Summary bar plot (shows the average impact of each feature on model output)
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Args:
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predict_function:
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A function to compute the output of a model (e.g. ``predict_proba`` method of
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scikit-learn classifiers). Must have the following signature:
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.. code-block:: python
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def predict_function(X) -> pred: ...
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- ``X``: An array-like object whose shape should be (# samples, # features).
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- ``pred``: An array-like object whose shape should be (# samples) for a regressor or
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(# classes, # samples) for a classifier. For a classifier, the values in ``pred``
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should correspond to the predicted probability of each class.
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Acceptable array-like object types:
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- ``numpy.array``
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- ``pandas.DataFrame``
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- ``shap.common.DenseData``
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- ``scipy.sparse matrix``
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features:
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A matrix of features to compute SHAP values with. The provided features should
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have shape (# samples, # features), and can be either of the array-like object
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types listed above.
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.. note::
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Background data for `shap.KernelExplainer`_ is generated by subsampling ``features``
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with `shap.kmeans`_. The background data size is limited to 100 rows for performance
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reasons.
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artifact_path:
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The run-relative artifact path to which the explanation is saved.
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If unspecified, defaults to "model_explanations_shap".
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Returns:
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Artifact URI of the logged explanations.
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.. _SHAP: https://github.com/slundberg/shap
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.. _shap.KernelExplainer: https://shap.readthedocs.io/en/latest/generated
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/shap.KernelExplainer.html#shap.KernelExplainer
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.. _shap.kmeans: https://github.com/slundberg/shap/blob/v0.36.0/shap/utils/_legacy.py#L9
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.. code-block:: python
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:caption: Example
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import os
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import numpy as np
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import pandas as pd
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from sklearn.datasets import load_diabetes
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from sklearn.linear_model import LinearRegression
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import mlflow
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from mlflow import MlflowClient
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# prepare training data
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X, y = dataset = load_diabetes(return_X_y=True, as_frame=True)
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X = pd.DataFrame(dataset.data[:50, :8], columns=dataset.feature_names[:8])
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y = dataset.target[:50]
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# train a model
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model = LinearRegression()
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model.fit(X, y)
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# log an explanation
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with mlflow.start_run() as run:
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mlflow.shap.log_explanation(model.predict, X)
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# list artifacts
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client = MlflowClient()
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artifact_path = "model_explanations_shap"
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artifacts = [x.path for x in client.list_artifacts(run.info.run_id, artifact_path)]
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print("# artifacts:")
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print(artifacts)
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# load back the logged explanation
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dst_path = client.download_artifacts(run.info.run_id, artifact_path)
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base_values = np.load(os.path.join(dst_path, "base_values.npy"))
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shap_values = np.load(os.path.join(dst_path, "shap_values.npy"))
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print("\n# base_values:")
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print(base_values)
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print("\n# shap_values:")
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print(shap_values[:3])
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.. code-block:: text
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:caption: Output
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# artifacts:
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['model_explanations_shap/base_values.npy',
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'model_explanations_shap/shap_values.npy',
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'model_explanations_shap/summary_bar_plot.png']
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# base_values:
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20.502000000000002
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# shap_values:
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[[ 2.09975523 0.4746513 7.63759026 0. ]
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[ 2.00883109 -0.18816665 -0.14419184 0. ]
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[ 2.00891772 -0.18816665 -0.14419184 0. ]]
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.. figure:: ../_static/images/shap-ui-screenshot.png
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Logged artifacts
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"""
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import matplotlib.pyplot as plt
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import shap
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artifact_path = _DEFAULT_ARTIFACT_PATH if artifact_path is None else artifact_path
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with mlflow.utils.autologging_utils.disable_autologging():
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background_data = shap.kmeans(features, min(_MAXIMUM_BACKGROUND_DATA_SIZE, len(features)))
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explainer = shap.KernelExplainer(predict_function, background_data)
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shap_values = explainer.shap_values(features)
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_log_numpy(explainer.expected_value, _BASE_VALUES_FILE_NAME, artifact_path)
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_log_numpy(shap_values, _SHAP_VALUES_FILE_NAME, artifact_path)
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shap.summary_plot(shap_values, features, plot_type="bar", show=False)
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fig = plt.gcf()
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fig.tight_layout()
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_log_matplotlib_figure(fig, _SUMMARY_BAR_PLOT_FILE_NAME, artifact_path)
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plt.close(fig)
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return append_to_uri_path(mlflow.active_run().info.artifact_uri, artifact_path)
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@format_docstring(LOG_MODEL_PARAM_DOCS.format(package_name=FLAVOR_NAME))
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def log_explainer(
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explainer,
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artifact_path: str | None = None,
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serialize_model_using_mlflow=True,
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conda_env=None,
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code_paths=None,
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registered_model_name=None,
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signature: ModelSignature = None,
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input_example: ModelInputExample = None,
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await_registration_for=DEFAULT_AWAIT_MAX_SLEEP_SECONDS,
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pip_requirements=None,
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extra_pip_requirements=None,
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name: str | None = None,
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metadata=None,
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params: dict[str, Any] | None = None,
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tags: dict[str, Any] | None = None,
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model_type: str | None = None,
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step: int = 0,
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model_id: str | None = None,
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):
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"""
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Log an SHAP explainer as an MLflow artifact for the current run.
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Args:
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explainer: SHAP explainer to be saved.
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artifact_path: Deprecated. Use `name` instead.
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serialize_model_using_mlflow: When set to True, MLflow will extract the underlying
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model and serialize it as an MLmodel, otherwise it uses SHAP's internal serialization.
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Defaults to True. Currently MLflow serialization is only supported for models of
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'sklearn' or 'pytorch' flavors.
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conda_env: {{ conda_env }}
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code_paths: {{ code_paths }}
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registered_model_name: If given, create a model version under ``registered_model_name``,
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also creating a registered model if one with the given name does not exist.
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signature: :py:class:`ModelSignature <mlflow.models.ModelSignature>` describes model input
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and output :py:class:`Schema <mlflow.types.Schema>`. The model signature can be
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:py:func:`inferred <mlflow.models.infer_signature>` from datasets with valid model input
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(e.g. the training dataset with target column omitted) and valid model output
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(e.g. model predictions generated on the training dataset), for example:
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.. code-block:: python
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from mlflow.models import infer_signature
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train = df.drop_column("target_label")
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predictions = ... # compute model predictions
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signature = infer_signature(train, predictions)
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input_example: {{ input_example }}
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await_registration_for: Number of seconds to wait for the model version to finish
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being created and is in ``READY`` status. By default, the function waits for five
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minutes. Specify 0 or None to skip waiting.
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pip_requirements: {{ pip_requirements }}
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extra_pip_requirements: {{ extra_pip_requirements }}
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name: {{ name }}
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metadata: {{ metadata }}
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params: {{ params }}
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tags: {{ tags }}
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model_type: {{ model_type }}
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step: {{ step }}
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model_id: {{ model_id }}
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"""
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return Model.log(
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artifact_path=artifact_path,
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name=name,
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flavor=mlflow.shap,
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explainer=explainer,
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conda_env=conda_env,
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code_paths=code_paths,
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serialize_model_using_mlflow=serialize_model_using_mlflow,
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registered_model_name=registered_model_name,
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signature=signature,
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input_example=input_example,
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await_registration_for=await_registration_for,
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pip_requirements=pip_requirements,
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extra_pip_requirements=extra_pip_requirements,
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metadata=metadata,
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params=params,
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tags=tags,
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model_type=model_type,
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step=step,
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model_id=model_id,
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)
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@format_docstring(LOG_MODEL_PARAM_DOCS.format(package_name=FLAVOR_NAME))
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def save_explainer(
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explainer,
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path,
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serialize_model_using_mlflow=True,
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conda_env=None,
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code_paths=None,
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mlflow_model=None,
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signature: ModelSignature = None,
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input_example: ModelInputExample = None,
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pip_requirements=None,
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extra_pip_requirements=None,
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metadata=None,
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):
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"""
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Save a SHAP explainer to a path on the local file system. Produces an MLflow Model
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containing the following flavors:
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- :py:mod:`mlflow.shap`
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- :py:mod:`mlflow.pyfunc`
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Args:
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explainer: SHAP explainer to be saved.
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path: Local path where the explainer is to be saved.
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serialize_model_using_mlflow: When set to True, MLflow will extract the underlying
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model and serialize it as an MLmodel, otherwise it uses SHAP's internal serialization.
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Defaults to True. Currently MLflow serialization is only supported for models of
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'sklearn' or 'pytorch' flavors.
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conda_env: {{ conda_env }}
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code_paths: {{ code_paths }}
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mlflow_model: :py:mod:`mlflow.models.Model` this flavor is being added to.
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signature: :py:class:`ModelSignature <mlflow.models.ModelSignature>` describes model input
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and output :py:class:`Schema <mlflow.types.Schema>`. The model signature can be
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:py:func:`inferred <mlflow.models.infer_signature>` from datasets with valid model input
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(e.g. the training dataset with target column omitted) and valid model output (e.g.
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model predictions generated on the training dataset), for example:
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.. code-block:: python
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from mlflow.models import infer_signature
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train = df.drop_column("target_label")
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predictions = ... # compute model predictions
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signature = infer_signature(train, predictions)
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input_example: {{ input_example }}
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pip_requirements: {{ pip_requirements }}
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extra_pip_requirements: {{ extra_pip_requirements }}
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metadata: {{ metadata }}
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"""
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import shap
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_validate_env_arguments(conda_env, pip_requirements, extra_pip_requirements)
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_validate_and_prepare_target_save_path(path)
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code_dir_subpath = _validate_and_copy_code_paths(code_paths, path)
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if mlflow_model is None:
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mlflow_model = Model()
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if signature is not None:
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mlflow_model.signature = signature
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if input_example is not None:
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_save_example(mlflow_model, input_example, path)
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if metadata is not None:
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mlflow_model.metadata = metadata
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underlying_model_flavor = None
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underlying_model_path = None
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serializable_by_mlflow = False
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# saving the underlying model if required
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if serialize_model_using_mlflow:
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underlying_model_flavor = get_underlying_model_flavor(explainer.model)
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if underlying_model_flavor != _UNKNOWN_MODEL_FLAVOR:
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serializable_by_mlflow = True # prevents SHAP from serializing the underlying model
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underlying_model_path = os.path.join(path, _UNDERLYING_MODEL_SUBPATH)
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else:
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warnings.warn(
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"Unable to serialize underlying model using MLflow, will use SHAP serialization"
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)
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if underlying_model_flavor == mlflow.sklearn.FLAVOR_NAME:
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mlflow.sklearn.save_model(explainer.model.inner_model.__self__, underlying_model_path)
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elif underlying_model_flavor == mlflow.pytorch.FLAVOR_NAME:
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mlflow.pytorch.save_model(explainer.model.inner_model, underlying_model_path)
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# saving the explainer object
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explainer_data_subpath = "explainer.shap"
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explainer_output_path = os.path.join(path, explainer_data_subpath)
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with open(explainer_output_path, "wb") as explainer_output_file_handle:
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if serialize_model_using_mlflow and serializable_by_mlflow:
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explainer.save(explainer_output_file_handle, model_saver=False)
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else:
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explainer.save(explainer_output_file_handle)
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pyfunc.add_to_model(
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mlflow_model,
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loader_module="mlflow.shap",
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model_path=explainer_data_subpath,
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underlying_model_flavor=underlying_model_flavor,
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conda_env=_CONDA_ENV_FILE_NAME,
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python_env=_PYTHON_ENV_FILE_NAME,
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code=code_dir_subpath,
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)
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mlflow_model.add_flavor(
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FLAVOR_NAME,
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shap_version=shap.__version__,
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serialized_explainer=explainer_data_subpath,
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underlying_model_flavor=underlying_model_flavor,
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code=code_dir_subpath,
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)
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|
|
|
mlflow_model.save(os.path.join(path, MLMODEL_FILE_NAME))
|
|
|
|
if conda_env is None:
|
|
if pip_requirements is None:
|
|
default_reqs = get_default_pip_requirements()
|
|
# To ensure `_load_pyfunc` can successfully load the model during the dependency
|
|
# inference, `mlflow_model.save` must be called beforehand to save an MLmodel file.
|
|
inferred_reqs = mlflow.models.infer_pip_requirements(
|
|
path,
|
|
FLAVOR_NAME,
|
|
fallback=default_reqs,
|
|
)
|
|
default_reqs = sorted(set(inferred_reqs).union(default_reqs))
|
|
else:
|
|
default_reqs = None
|
|
conda_env, pip_requirements, pip_constraints = _process_pip_requirements(
|
|
default_reqs,
|
|
pip_requirements,
|
|
extra_pip_requirements,
|
|
)
|
|
else:
|
|
conda_env, pip_requirements, pip_constraints = _process_conda_env(conda_env)
|
|
|
|
if underlying_model_path is not None:
|
|
underlying_model_conda_env = _get_conda_env_for_underlying_model(underlying_model_path)
|
|
conda_env = _merge_environments(conda_env, underlying_model_conda_env)
|
|
pip_requirements = _get_pip_deps(conda_env)
|
|
|
|
with open(os.path.join(path, _CONDA_ENV_FILE_NAME), "w") as f:
|
|
yaml.safe_dump(conda_env, stream=f, default_flow_style=False)
|
|
|
|
# Save `constraints.txt` if necessary
|
|
if pip_constraints:
|
|
write_to(os.path.join(path, _CONSTRAINTS_FILE_NAME), "\n".join(pip_constraints))
|
|
|
|
# Save `requirements.txt`
|
|
write_to(os.path.join(path, _REQUIREMENTS_FILE_NAME), "\n".join(pip_requirements))
|
|
|
|
_PythonEnv.current().to_yaml(os.path.join(path, _PYTHON_ENV_FILE_NAME))
|
|
|
|
|
|
# Defining save_model (Required by Model.log) to refer to save_explainer
|
|
save_model = save_explainer
|
|
|
|
|
|
def _get_conda_and_pip_dependencies(conda_env):
|
|
"""
|
|
Extract conda and pip dependencies from conda environments
|
|
|
|
Args:
|
|
conda_env: Conda environment
|
|
"""
|
|
|
|
conda_deps = []
|
|
# NB: Set operations are required in case there are multiple references of MLflow as a
|
|
# dependency to ensure that duplicate entries are not present in the final consolidated
|
|
# dependency list.
|
|
pip_deps_set = set()
|
|
|
|
for dependency in conda_env["dependencies"]:
|
|
if isinstance(dependency, dict) and dependency["pip"]:
|
|
for pip_dependency in dependency["pip"]:
|
|
if pip_dependency != "mlflow":
|
|
pip_deps_set.add(pip_dependency)
|
|
else:
|
|
package_name = _get_package_name(dependency)
|
|
if package_name is not None and package_name not in ["python", "pip"]:
|
|
conda_deps.append(dependency)
|
|
|
|
return conda_deps, sorted(pip_deps_set)
|
|
|
|
|
|
def _union_lists(l1, l2):
|
|
"""
|
|
Returns the union of two lists as a new list.
|
|
"""
|
|
return list(dict.fromkeys(l1 + l2))
|
|
|
|
|
|
def _merge_environments(shap_environment, model_environment):
|
|
"""
|
|
Merge conda environments of underlying model and shap.
|
|
|
|
Args:
|
|
shap_environment: SHAP conda environment.
|
|
model_environment: Underlying model conda environment.
|
|
"""
|
|
# merge the channels from the two environments and remove the default conda
|
|
# channels if present since its added later in `_mlflow_conda_env`
|
|
merged_conda_channels = _union_lists(
|
|
shap_environment["channels"], model_environment["channels"]
|
|
)
|
|
merged_conda_channels = [x for x in merged_conda_channels if x != "conda-forge"]
|
|
|
|
shap_conda_deps, shap_pip_deps = _get_conda_and_pip_dependencies(shap_environment)
|
|
model_conda_deps, model_pip_deps = _get_conda_and_pip_dependencies(model_environment)
|
|
|
|
merged_conda_deps = _union_lists(shap_conda_deps, model_conda_deps)
|
|
merged_pip_deps = _union_lists(shap_pip_deps, model_pip_deps)
|
|
return _mlflow_conda_env(
|
|
additional_conda_deps=merged_conda_deps,
|
|
additional_pip_deps=merged_pip_deps,
|
|
additional_conda_channels=merged_conda_channels,
|
|
)
|
|
|
|
|
|
def load_explainer(model_uri):
|
|
"""
|
|
Load a SHAP explainer from a local file or a run.
|
|
|
|
Args:
|
|
model_uri: The location, in URI format, of the MLflow model. For example:
|
|
|
|
- ``/Users/me/path/to/local/model``
|
|
- ``relative/path/to/local/model``
|
|
- ``s3://my_bucket/path/to/model``
|
|
- ``runs:/<mlflow_run_id>/run-relative/path/to/model``
|
|
- ``models:/<model_name>/<model_version>``
|
|
- ``models:/<model_name>/<stage>``
|
|
|
|
For more information about supported URI schemes, see
|
|
`Referencing Artifacts <https://www.mlflow.org/docs/latest/concepts.html#
|
|
artifact-locations>`_.
|
|
|
|
Returns:
|
|
A SHAP explainer.
|
|
"""
|
|
|
|
explainer_path = _download_artifact_from_uri(artifact_uri=model_uri)
|
|
flavor_conf = _get_flavor_configuration(model_path=explainer_path, flavor_name=FLAVOR_NAME)
|
|
_add_code_from_conf_to_system_path(explainer_path, flavor_conf)
|
|
explainer_artifacts_path = os.path.join(explainer_path, flavor_conf["serialized_explainer"])
|
|
underlying_model_flavor = flavor_conf["underlying_model_flavor"]
|
|
model = None
|
|
|
|
if underlying_model_flavor != _UNKNOWN_MODEL_FLAVOR:
|
|
underlying_model_path = os.path.join(explainer_path, _UNDERLYING_MODEL_SUBPATH)
|
|
if underlying_model_flavor == mlflow.sklearn.FLAVOR_NAME:
|
|
model = mlflow.sklearn._load_pyfunc(underlying_model_path).predict
|
|
elif underlying_model_flavor == mlflow.pytorch.FLAVOR_NAME:
|
|
model = mlflow.pytorch._load_model(os.path.join(underlying_model_path, "data"))
|
|
|
|
return _load_explainer(explainer_file=explainer_artifacts_path, model=model)
|
|
|
|
|
|
def _load_explainer(explainer_file, model=None):
|
|
"""
|
|
Load a SHAP explainer saved as an MLflow artifact on the local file system.
|
|
|
|
Args:
|
|
explainer_file: Local filesystem path to the MLflow Model saved with the ``shap`` flavor.
|
|
model: Model to override underlying explainer model.
|
|
|
|
"""
|
|
import shap
|
|
|
|
def inject_model_loader(_in_file):
|
|
return model
|
|
|
|
with open(explainer_file, "rb") as explainer:
|
|
if model is None:
|
|
explainer = shap.Explainer.load(explainer)
|
|
else:
|
|
explainer = shap.Explainer.load(explainer, model_loader=inject_model_loader)
|
|
return explainer
|
|
|
|
|
|
class _SHAPWrapper:
|
|
def __init__(self, path):
|
|
flavor_conf = _get_flavor_configuration(model_path=path, flavor_name=FLAVOR_NAME)
|
|
shap_explainer_artifacts_path = os.path.join(path, flavor_conf["serialized_explainer"])
|
|
underlying_model_flavor = flavor_conf["underlying_model_flavor"]
|
|
model = None
|
|
if underlying_model_flavor != _UNKNOWN_MODEL_FLAVOR:
|
|
underlying_model_path = os.path.join(path, _UNDERLYING_MODEL_SUBPATH)
|
|
if underlying_model_flavor == mlflow.sklearn.FLAVOR_NAME:
|
|
model = mlflow.sklearn._load_pyfunc(underlying_model_path).predict
|
|
elif underlying_model_flavor == mlflow.pytorch.FLAVOR_NAME:
|
|
model = mlflow.pytorch._load_model(os.path.join(underlying_model_path, "data"))
|
|
|
|
self.explainer = _load_explainer(explainer_file=shap_explainer_artifacts_path, model=model)
|
|
|
|
def get_raw_model(self):
|
|
"""
|
|
Returns the underlying model.
|
|
"""
|
|
return self.explainer
|
|
|
|
def predict(
|
|
self,
|
|
dataframe,
|
|
params: dict[str, Any] | None = None,
|
|
):
|
|
"""
|
|
Args:
|
|
dataframe: Model input data.
|
|
params: Additional parameters to pass to the model for inference.
|
|
|
|
Returns:
|
|
Model predictions.
|
|
"""
|
|
return self.explainer(dataframe.values).values
|