metal-treeshap

Exact SHAP values for XGBoost models, computed on Apple GPUs.

metal-treeshap runs the TreeSHAP algorithm — the same exact attribution method behind XGBoost's pred_contribs and the shap package's tree explainer — as Metal compute kernels on Apple Silicon. Compile a model once, then explain batches of rows at GPU speed: on an M4 Max, paired benchmarks measure 10–100× over 16-thread XGBoost CPU depending on model shape and batch size, on the same models and inputs, with elementwise agreement to ~1e-5.

from metal_treeshap import MetalTreeExplainer

explainer = MetalTreeExplainer.from_xgboost("model.json")  # compile once
phis = explainer.shap_values(X)                            # explain many, fast

The output is a NumPy array with the standard contract: one column per feature plus a final bias column, and each row sums to the model's margin prediction (local accuracy). Single-output models return (rows, features + 1); multiclass models return (rows, classes, features + 1).

Why this exists

Exact TreeSHAP is expensive — its cost grows with rows × trees × depth², so explaining a large ensemble over a real dataset can take minutes on a CPU. NVIDIA solved this for CUDA with GPUTreeShap (Mitchell, Frank & Holmes, arXiv:2010.13972), which decomposes trees into root-to-leaf paths and evaluates them cooperatively across GPU warps. That acceleration never reached Macs, because CUDA doesn't run there.

metal-treeshap is a from-scratch Metal port of that algorithm for Apple GPUs. It keeps GPUTreeShap's path decomposition and cooperative evaluation strategy, adapts them to Metal's SIMD-groups and unified memory, and adds an accuracy-focused execution mode that Apple's fp32-only GPUs make necessary. The portable core is continuously verified against XGBoost's own attribution output. See docs/how-it-works.md for the design.

Requirements

• Apple Silicon Mac (M1 or newer), macOS 13+
• Python 3.10+ and NumPy (pandas optional)
• Xcode Command Line Tools for building the wheel — the offline Metal shader toolchain is not required; kernels compile at runtime

Installation

Install the published wheel from PyPI:

python3 -m pip install metal-treeshap

To build the wheel from a source checkout instead:

git clone https://github.com/tabulai/metal-treeshap.git
cd metal-treeshap
python3 -m pip install build
python3 -m build --wheel
python3 -m pip install dist/metal_treeshap-*.whl

Usage

from_xgboost accepts a live xgboost.Booster, an sklearn-style wrapper, a saved JSON model path, raw JSON text/bytes (booster.save_raw("json")), or a parsed dict. Loading a saved model does not require xgboost to be installed.

import xgboost as xgb
from metal_treeshap import MetalTreeExplainer

booster = xgb.train(params, dtrain, num_boost_round=500)
explainer = MetalTreeExplainer.from_xgboost(booster)

phis = explainer.shap_values(X_test)     # also: explainer.explain(X), explainer(X)
assert phis.shape == (len(X_test), X_test.shape[1] + 1)

Inputs. NumPy arrays and pandas DataFrames are accepted; any numeric dtype and memory layout is converted as needed. DataFrame columns are consumed by position — pass them in training order. NaN means missing and routes exactly as XGBoost routes it; pandas nullable values (pd.NA) and masked arrays convert to NaN. Complex input is rejected rather than silently truncated.

Works with the shap package. Wrap the output in a shap.Explanation and every standard plot works, drawn from GPU-computed values:

import shap

explanation = shap.Explanation(
    values=phis[:, :-1], base_values=phis[:, -1], data=X_test,
    feature_names=feature_names,
)
shap.plots.beeswarm(explanation)

Supported models. XGBoost gbtree and dart boosters (both weight-drop layouts), num_parallel_tree ≥ 1, missing values, and exactly these objectives — each link verified end-to-end against pred_contribs: reg:squarederror, reg:squaredlogerror, reg:absoluteerror, reg:quantileerror, reg:pseudohubererror, binary:logitraw, binary:hinge, multi:softmax, multi:softprob, binary:logistic, reg:logistic, count:poisson, reg:gamma, reg:tweedie. Anything else — survival, ranking, multi-target, categorical splits — is rejected with a clear error rather than silently mis-attributed. Verified against xgboost 2.0.3, 3.1.2, and 3.3.0.

Introspection. explainer.last_timings reports what the most recent call did (GPU time, zero-copy state, dispatch shape); explainer.trim_buffers() releases the persistent buffers a long-lived explainer retains after a peak batch.

Execution modes

explainer = MetalTreeExplainer.from_xgboost(model, accumulation="deterministic")

Advanced knobs (rows_per_simdgroup, threads_per_threadgroup, deterministic_scratch_mib, atomic_tile_rows, model_storage) are keyword arguments on the constructors; the defaults were tuned on M4 Max. The from_paths constructor accepts pre-extracted path elements for non-XGBoost sources.

Performance

Sustained, paired, randomized A/B measurements on an Apple M4 Max against 16-thread XGBoost 3.1.2 pred_contribs, identical models and inputs:

Figures are device- and workload-specific, not guarantees; smaller models at batch volume can measure considerably higher (see the executed examples/ notebooks). Methodology, caveats, and reproduction commands live in docs/performance.md; the raw archived artifacts are under benchmarks/results/.

Examples

Three executed notebooks in examples/: a quickstart, a paired CPU-vs-GPU benchmark, and a tour of the execution modes and tuning knobs.

Development

cmake -B build && cmake --build build     # portable core + Metal targets
ctest --test-dir build --output-on-failure
python3 tests/test_vs_xgboost.py build/reference_cli   # golden tests vs xgboost

The portable C++ core (path preprocessing, CPU reference oracle) builds and tests on any platform; the Metal targets and differential fixture tests require Apple Silicon. python -m pytest runs the importable suites; script-style suites print their own invocation instructions. See docs/how-it-works.md for the architecture and RELEASING.md for the release process.

License and attribution

Apache-2.0. This project is a port of NVIDIA's GPUTreeShap and retains its algorithmic structure (see NOTICE). The TreeSHAP algorithm is due to Lundberg, Erion & Lee (arXiv:1802.03888); the GPU formulation to Mitchell, Frank & Holmes (arXiv:2010.13972). Apple's metal-cpp headers are vendored under third_party/.

Trademarks

Metal is a trademark of Apple Inc., registered in the U.S. and other countries and regions. Other names and marks (including XGBoost) are the property of their respective owners. These names are used solely to describe interoperability. This project is an independent open-source work and is not affiliated with, sponsored, or endorsed by Apple Inc. or any other trademark owner.