SHAP Values and DynamicDML yields IndexError: list index out of range
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Description
Hi everyone,
If we do the example from the DynamicDML class
from econml.panel.dml import DynamicDML
np.random.seed(123)
n_panels = 100 # number of panels
n_periods = 3 # number of time periods per panel
n = n_panels * n_periods
groups = np.repeat(a=np.arange(n_panels), repeats=n_periods, axis=0)
X = np.random.normal(size=(n, 1))
T = np.random.normal(size=(n, 2))
y = np.random.normal(size=(n, ))
est = DynamicDML()
est.fit(y, T, X=X, W=None, groups=groups, inference="auto")
and then do shap_values = est.shap_values(X)
we get an IndexError IndexError: list index out of range
Im using econml in version 0.14.1 (the problem persists in 0.15.0b1)
Thank you!
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Research direction
Start by running the provided DynamicDML example with est.shap_values(X) on the affected versions and capture the full traceback. Trace the DynamicDML SHAP-values path to identify why it indexes beyond the available list; done means the call completes without IndexError and returns SHAP values for the supplied X.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 42/100