dmlc / dmlc/xgboost

BUG: SHAP values calculated using CPU differ from SHAP values calculated using GPU for XGBOOST

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Description

There are large differences between SHAP values calculated using CPU and GPU for XGBoost models with `feature_perturbation='interventional'` and `model_output='log_loss'`. The detailed description of the bug including how to reproduce it and the traceback are provided in https://github.com/shap/shap/issues/3655. The issue seems to be originating at the shap implementation of the xgboost resposiory as mentioned in that issue. It would be great if this can be fixed.

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