Function CalcShapValueWithQuantizedData

catboost/libs/fstr/shap_values.cpp:1532–1579

returned: ShapValues[featureIdx][dim][documentIdx]

// returned: ShapValues[featureIdx][dim][documentIdx]
TVector<TVector<TVector<double>>> CalcShapValueWithQuantizedData(
    const TFullModel& model,
    const TVector<TIntrusivePtr<NModelEvaluation::IQuantizedData>>& quantizedFeatures,
    const TVector<TVector<NModelEvaluation::TCalcerIndexType>>& indices,
    const TMaybe<TFixedFeatureParams>& fixedFeatureParams,
    const size_t documentCount,
    int logPeriod,
    TShapPreparedTrees* preparedTrees,
    NPar::ILocalExecutor* localExecutor,
    ECalcTypeShapValues calcType
) {
    CalcShapValuesByLeaf(
        model,
        fixedFeatureParams,
        logPeriod,
        preparedTrees->CalcInternalValues,
        localExecutor,
        preparedTrees,
        calcType
    );
    const TModelTrees& forest = *model.ModelTrees;
    TVector<TVector<TVector<double>>> shapValues(documentCount);
    const int featuresCount = preparedTrees->CombinationClassFeatures.size();
    const size_t documentBlockSize = CB_THREAD_LIMIT;
    for (ui32 startIdx = 0, blockIdx = 0; startIdx < documentCount; startIdx += documentBlockSize, ++blockIdx) {
        NPar::ILocalExecutor::TExecRangeParams blockParams(startIdx, startIdx + Min(documentBlockSize, documentCount - startIdx));
        auto quantizedFeaturesBlock = quantizedFeatures[blockIdx];
        auto& indicesForBlock = indices[blockIdx];
        localExecutor->ExecRange([&](ui32 documentIdx) {
            const size_t documentIdxInBlock = documentIdx - startIdx;
            auto docIndices = MakeArrayRef(indicesForBlock.data() + forest.GetTreeCount() * documentIdxInBlock, forest.GetTreeCount());
            CalcShapValuesForDocumentMulti(
                model,
                *preparedTrees,
                quantizedFeaturesBlock.Get(),
                fixedFeatureParams,
                featuresCount,
                docIndices,
                documentIdxInBlock,
                &shapValues[documentIdx],
                calcType
            );
        }, blockParams, NPar::TLocalExecutor::WAIT_COMPLETE);
    }

    const auto& swapedShapValues = SwapFeatureAndDocumentAxes(shapValues);
    return swapedShapValues;
}

static void OutputShapValuesMulti(const TVector<TVector<TVector<double>>>& shapValues, TFileOutput& out) {
    for (const auto& shapValuesForDocument : shapValues) {