Datarobot model explainability

DataRobot Model Explainability Skill

This skill covers SHAP insights, XEMP prediction explanations, anomaly explanations, and model diagnostics.

SDK version: Use datarobot>=3.6.0 for the full API set in this skill (ShapDistributions was added in 3.6; ShapMatrix, ShapImpact, and ShapPreview are available in datarobot>=3.4.0). Use from datarobot.insights import ShapMatrix, ... with entity_id=model_id — not legacy datarobot.models.ShapMatrix (project_id / dataset_id). ShapMatrix, ShapImpact, ShapPreview, and ShapDistributions are the canonical SHAP API. The older dr.PredictionExplanations (XEMP-based) remains available but is the secondary path.

---

Quick Start

Goal	API to use	Prerequisites
SHAP values for all features, all rows	ShapMatrix.create(entity_id=model_id)	None - universal SHAP
Per-row top-feature explanations	ShapPreview.create(entity_id=model_id)	None
Aggregated feature importance via SHAP	ShapImpact.create(entity_id=model_id)	None
SHAP value distributions across features	ShapDistributions.create(entity_id=model_id)	None
SHAP for a filtered segment	dr.DataSlice.create(...) + ShapMatrix.create(..., data_slice_id=...)	Data slice definition
XEMP-based prediction explanations	dr.PredictionExplanations.create(...)	Feature Impact; PE initialization; dataset uploaded
Anomaly explanations (time series)	AnomalyAssessmentRecord.compute(project_id, model_id, ...)	Anomaly model
ROC / lift / confusion (insights)	RocCurve.create(...) / LiftChart.create(...) / ConfusionMatrix.create(...)	Validation data
ROC / lift / confusion (Model helpers)	model.get_roc_curve() / model.get_lift_chart() / model.get_confusion_chart()	Validation data

Universal SHAP is the preferred path - no dataset pre-upload or Feature Impact step required.

When to use this skill

Use this skill when you need to explain leaderboard model behavior, compute SHAP insights, use XEMP prediction explanations, analyze anomaly explanations, or retrieve model diagnostics.

Key capabilities

1. SHAP insights

• Compute ShapMatrix, ShapPreview, ShapImpact, and ShapDistributions
• Filter insights with dr.DataSlice

2. XEMP and anomaly explanations

• Use XEMP dr.PredictionExplanations when specifically required
• Retrieve time series anomaly assessment records and explanations

3. Diagnostics

• Retrieve ROC, lift, and confusion insights
• Use Model helpers for ROC, lift, confusion, and feature effects

Setup

import os
import datarobot as dr
from datarobot.insights import ShapMatrix, ShapImpact, ShapPreview, ShapDistributions

dr.Client(
    token=os.environ["DATAROBOT_API_TOKEN"],
    endpoint=os.environ.get("DATAROBOT_ENDPOINT", "https://app.datarobot.com/api/v2"),
)

---

Core API: datarobot.insights

import pandas as pd
from datarobot.insights import ShapMatrix, ShapImpact, ShapPreview, ShapDistributions

model_id = "YOUR_MODEL_ID"

matrix = ShapMatrix.create(entity_id=model_id)
df = pd.DataFrame(matrix.matrix, columns=matrix.columns)

impact = ShapImpact.create(entity_id=model_id)
preview = ShapPreview.create(entity_id=model_id)
distributions = ShapDistributions.create(entity_id=model_id)

Use ShapMatrix for full row-by-feature SHAP values, ShapPreview for compact top-driver rows, ShapImpact for aggregated SHAP importance, and ShapDistributions for per-feature SHAP distributions. Use source="externalTestSet" plus external_dataset_id for external datasets. See references/shap_api_reference.md for parameters, exports, and limitations.

---

Secondary path: XEMP Prediction Explanations

Use dr.PredictionExplanations when XEMP explanations are specifically required (e.g., certain regulatory contexts, or when SHAP is unavailable for the model type).

Prerequisites (all required before calling .create()):

1. Feature Impact must be computed: model.request_feature_impact() and wait
2. Prediction explanations initialized: dr.PredictionExplanationsInitialization.create(...)
3. Scoring dataset uploaded to the AI Catalog

import datarobot as dr

model = dr.Model.get(project=project_id, model_id=model_id)
model.request_feature_impact().wait_for_completion()
dr.PredictionExplanationsInitialization.create(project_id=project_id, model_id=model_id)

dataset = dr.Dataset.upload("./data/scoring_data.csv")
pe_job = dr.PredictionExplanations.create(
    project_id=project_id,
    model_id=model_id,
    dataset_id=dataset.id,
    max_explanations=5,      # top N features per row, up to 50
    threshold_high=0.5,      # only explain rows with prediction >= threshold
    threshold_low=0.1,       # only explain rows with prediction <= threshold
)

pe_obj = pe_job.get_result_when_complete()

Use pe_obj.get_rows(), pe_obj.get_all_as_dataframe(), or pe_obj.download_to_csv(...) to retrieve results. For parameters, multiclass modes, and exposure-adjusted predictions, see references/xemp_pe_reference.md.

Data slices for filtered insights

Use dr.DataSlice when the user asks to explain model behavior for a segment, such as a region, product line, target class, or high-risk cohort. Pass the resulting data_slice_id into the datarobot.insights SHAP APIs.

import datarobot as dr
from datarobot.insights import ShapMatrix

data_slice = dr.DataSlice.create(
    name="high_income_customers",
    filters=[{"operand": "income", "operator": ">", "values": 100000}],
    project=project_id,
)

shap_matrix = ShapMatrix.create(
    entity_id=model_id,
    source="validation",
    data_slice_id=data_slice.id,
)

---

Anomaly assessment (time series models)

For time series anomaly detection models, use AnomalyAssessmentRecord.

from datarobot.models.anomaly_assessment import AnomalyAssessmentRecord

record = AnomalyAssessmentRecord.compute(
    project_id=project_id,
    model_id=model_id,
    backtest=0,           # backtest index (int) or "holdout"
    source="validation",  # "training" or "validation" only
    series_id=None,       # required for multiseries projects
)

records = AnomalyAssessmentRecord.list(project_id=project_id, model_id=model_id)
latest = record.get_latest_explanations()

regions = record.get_predictions_preview().find_anomalous_regions()
explanations = record.get_explanations_data_in_regions(regions=regions)

ranged = record.get_explanations(
    start_date="2024-01-01T00:00:00.000000Z",
    end_date="2024-06-01T00:00:00.000000Z",
)

---

Model diagnostics

Use the same entity_id=model_id pattern as SHAP insights. FeatureEffects / partial dependence is still retrieved through Model helpers (not in datarobot.insights).

Insights diagnostics (preferred — matches SHAP API)

from datarobot.insights import RocCurve, LiftChart, ConfusionMatrix

roc = RocCurve.create(entity_id=model_id)
lift = LiftChart.create(entity_id=model_id)
confusion = ConfusionMatrix.create(entity_id=model_id)

Model helpers (alternative)

model = dr.Model.get(project=project_id, model_id=model_id)

roc = model.get_roc_curve(source="validation")
lift = model.get_lift_chart(source="validation")
confusion = model.get_confusion_chart(source="validation")

# Feature Impact (non-SHAP) and Feature Effects (partial dependence for top features)
fi = model.get_feature_impact()
feature_effects = model.get_feature_effect(source="validation")

---

Interpreting SHAP values

• Positive value: feature pushes prediction higher than baseline
• Negative value: feature pushes prediction lower than baseline
• Magnitude: size of influence; larger absolute value = stronger effect
• Sum: all SHAP values for a row sum to prediction - base_value in the link-function space
• base_value: the model's mean prediction (the "no information" baseline)

Example: if base_value = 0.35 and a row's prediction is 0.72, the row's SHAP values sum to 0.37 when link_function = "identity". A feature with SHAP +0.20 contributed 20 units in that same link-function space above baseline.

When link_function = "logit", SHAP values are in log-odds space. Add feature contributions to base_value in log-odds space, then use inverse-logit (scipy.special.expit) on the resulting total to convert it to a probability. Do not apply expit to individual SHAP values as if they were probability deltas.

---

Decision guide

Task: explain predictions
    |
    - Need all features + all rows?     -> ShapMatrix.create(entity_id=model_id)
    - Need top-N features per row?      -> ShapPreview.create(entity_id=model_id)
    - Need aggregated importance?       -> ShapImpact.compute(entity_id=model_id)
    - Need feature SHAP distributions?  -> ShapDistributions.create(entity_id=model_id)
    - Need a segment/cohort only?       -> dr.DataSlice + data_slice_id
    - XEMP required (regulatory/type)?  -> dr.PredictionExplanations.create(...)
    - Time series / anomaly model?      -> AnomalyAssessmentRecord.compute(project_id, model_id, ...)

---

Common errors

Error	Cause	Fix
SHAP not available for this model	Unsupported model type, or anomaly-detection model with >1000 features	Check model support; use XEMP PE if SHAP is unavailable
Feature Impact not computed	PredictionExplanations prerequisite missing	Run model.request_feature_impact() and wait
Missing PredictionExplanationsInitialization	PE not initialized	Call PredictionExplanationsInitialization.create()
source='holdout' fails	Holdout not unlocked	Unlock holdout in project settings first
Empty previews	No rows in partition	Check partition contains data

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Reference files

• references/shap_api_reference.md - full parameter signatures for ShapMatrix, ShapImpact, ShapPreview, ShapDistributions
• references/xemp_pe_reference.md - PredictionExplanations and PredictionExplanationsInitialization parameter reference
• scripts/compute_shap_matrix.py - compute and export ShapMatrix to CSV or DataFrame

Resources

• datarobot.insights API reference
• Prediction Explanations user guide