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Support CatBoost feature importances in Explainer#924

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aman-coder03:feature/explainer-catboost
Open

Support CatBoost feature importances in Explainer#924
aman-coder03 wants to merge 1 commit into
uber:masterfrom
aman-coder03:feature/explainer-catboost

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@aman-coder03 aman-coder03 commented Jul 3, 2026

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Proposed Changes

this pr adds support for using CatBoostRegressor as the model_tau estimator in the Explainer class when method="auto"

what changed

  • added a small private helper to retrieve feature importances from different tree-based models
  • the helper supports,
    • feature_importances_ for scikit-learn, lightgbm, and xgboost
    • get_feature_importance() for catboost
  • updated check_conditions() to use this helper after fitting the dummy model
  • updated default_importance() to use the helper instead of directly accessing feature_importances_
  • updated the model_tau docstring to mention catboost support
  • added a test using CatBoostRegressor (guarded with pytest.importorskip("catboost")) to verify that Explainer(method="auto") works correctly and returns feature importances with the expected shape

why

currently Explainer assumes that every supported model exposes feature importances through the feature_importances_ attribute. however, catboost provides feature importances through get_feature_importance() instead. because of this, catboost models fail the validation in check_conditions() and cannot be used with method="auto"

closes #826

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Allowing CatBoost for model_tau input to Explainer class

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