XGBR

Extreme Gradient Boosting Regression

https://xgboost.readthedocs.io/en/latest/tutorials/model.html

 

model = xgboost.XGBRegressor(tree_method='gpu_hist', gpu_id=0)
model.fit(X_train, y_train)

shap_values = shap.TreeExplainer(model).shap_values(X_test)
shap_values = shap.Explainer(model, X_train)(X_test)

or -----------------------------

n_trees = 200
dmat  = xgboost.DMatrix(X_train, y_train)
model = xgboost.train({"tree_method": "gpu_hist"}, dmat, n_trees)
model.set_param({"predictor": "gpu_predictor"})

shap_values = model.predict(dmat, pred_contribs=True)