Function GetPartialDependence

catboost/libs/fstr/partial_dependence.cpp:187–233

}

TVector<double> GetPartialDependence(
        const TFullModel& model,
        const TVector<int>& features,
        const NCB::TDataProviderPtr dataProvider,
        int threadCount
) {
    CB_ENSURE(model.ModelTrees->GetDimensionsCount() == 1,  "Is not supported for multiclass");
    CB_ENSURE(model.GetNumCatFeatures() == 0, "Models with categorical features are not supported");
    CB_ENSURE(features.size() > 0 && features.size() <= 2, "Number of features should be equal to one or two");
    //TODO(eermishkina): support non symmetric trees
    CB_ENSURE(model.IsOblivious(), "Partial dependence is supported only for symmetric trees");

    NPar::TLocalExecutor localExecutor;
    localExecutor.RunAdditionalThreads(threadCount - 1);

    TVector<double> leafWeights = CollectLeavesStatistics(*dataProvider, model, &localExecutor);

    const auto& binSplits = model.ModelTrees->GetBinFeatures();

    TVector<ui32> borderIdxForSplit(binSplits.size(), std::numeric_limits<ui32>::infinity());
    ui32 splitIdx = 0;
    for (const auto& feature : model.ModelTrees->GetFloatFeatures()) {
        if (splitIdx == binSplits.size() ||
            binSplits[splitIdx].Type != ESplitType::FloatFeature ||
            binSplits[splitIdx].FloatFeature.FloatFeature > feature.Position.Index
                ) {
            continue;
        }
        CB_ENSURE_INTERNAL(binSplits[splitIdx].FloatFeature.FloatFeature >= feature.Position.Index, "Only float features are supported");
        for (ui32 idx = 0; idx < feature.Borders.size() && binSplits[splitIdx].FloatFeature.FloatFeature == feature.Position.Index; ++idx) {
            if (abs(binSplits[splitIdx].FloatFeature.Split - feature.Borders[idx]) < 1e-15) {
                borderIdxForSplit[splitIdx] = idx;
                ++splitIdx;
            }
        }
    }

    TVector<double> predictionsByBuckets = CalculatePartialDependence(
            model,
            features,
            *dataProvider,
            borderIdxForSplit,
            leafWeights,
            &localExecutor
    );
    return predictionsByBuckets;
}