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SHAP dependence plots with histograms and regression lines from Kernalexplainer and multioutput regression, wrapper tree based ensemble models. #2825

shap/shap#2825

I want to draw SHAP partial dependence plots with regression lines + and histograms.

I am using kernal explainer for multioutput regression as a wrapper models for xgboost / lgbm/ xgbr/ RF/ etc.

Representing SHAP partial dependence plots (scatter plot and a regression line represented with line and shade) + histogram on the right and top are the distribution of the SHAP and values of variables.

Reference Article : https://www.nature.com/articles/s41598-021-99920-7

Here are the visual graphs.

Reference codes for shap multioutput plots : https://shap.readthedocs.io/en/latest/example_notebooks/tabular_examples/model_agnostic/Multioutput%20Regression%20SHAP.html

But I am unable to draw these kinds of graphs. Because i couldn't develop code for masker and shap values for these kid of plots.
210651286-057f43b0-8a85-4bca-aca4-e8f138bebc5c
210651282-57d39f44-864e-49fd-8093-abde610c5bfd
210651276-4711c86a-66d3-4721-bd42-d2392629888e

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