Summary

LightGBM's Booster.predict() can be use to get feature contributions, by passing pred_contrib=True. This should be supported for model objects from the Dask interface as well.

Motivation

This is useful for inspecting the relative importance of features in a LightGBM model.

Description

The check at

should also check whether pred_contrib=True has been passed, and return the full DataFrame of the result.

References

• this change in a fork of dask-lightgbm shows what the relevant change might look like: h2oai/dask-lightgbm@c19000b