CRAN release 0.8.0

kernelshap 0.8.0

Major improvement

permshap() has received a sampling version, which is useful if the number of features p is larger than 8.
The algorithm iterates until the resulting values are sufficiently precise.
Additionally, standard errors are provided (#152).

During each iteration, the algorithm cycles twice through a random permutation:
It starts with all feature components "turned on" (i.e., taking them
from the observation to be explained), then gradually turning off components
according to the permutation (i.e., marginalizing them over the background data).
When all components are turned off, the algorithm - one by one - turns the components
back on, until all components are turned on again. This antithetic scheme allows to
evaluate Shapley's formula 2p times with each permutation, using a total of
2p + 1 evaluations of marginal means.

For models with interactions up to order two, one can show that
even a single iteration provides exact SHAP values (with respect to the
given background dataset).

The Python implementation "shap" uses a similar approach, but without
providing standard errors, and without early stopping. To mimic its behavior,
we would need to set max_iter = p in R, and max_eval = (2*p+1)*p in Python.

For faster convergence, we use balanced permutations in the sense that
p subsequent permutations each start with a different feature.
Furthermore, the 2p on-off vectors with sum <=1 or >=p-1 are evaluated only once,
similar to the degree 1 hybrid in [kernelshap()] (but covering less weight).

User visible changes

• In exact mode, kernelshap() does not return the following elements anymore:
  m (= 0), converged (all TRUE), n_iter (all 1), and SE (all values 0) (#153).
• In sampling mode of kernelshap(), above elements have been moved to the end of the output list (#153).
• Removed unpaired sampling in kernelshap() (#154).
• The stopping criterion in sampling mode of kernelshap() used a slightly too strict convergence rule.
  This has been relaxed in #156.

Documentation

• New DESCRIPTION file.
• Adapted docstrings to reflect above changes (#155)

Maintenance

• Improve code coverage (#156).

Bug fixes

• kernelshap() with max_iter = 1 will now work (#160).