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Description of the changes
Refs #317
This PR adds an example showing the integration of SHAP with optuna. We use the iris flower dataset and RandomForestClassifier as the model. The following results are observed, and we also plot the following visualizations:
Best trial:
Value: 0.9500
Params:
n_estimators: 96
max_depth: 20
max_features: None
Training final model with best parameters...
Validation Accuracy: 1.0000
Explaining predictions with SHAP...
Explaining sample 0:
Actual class: 1 (versicolor)
Predicted class: 1 (versicolor)
Could you please review?
cc: @c-bata