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Issue with XGBoost + binary classification when using TreeExplainer #229

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@imatiach-msft

Description

@imatiach-msft

Describe the bug
User reported issue.
XGBoost + binary classification when using TreeExplainer fails due to bad shape.

SHAP TreeExplainer returns the wrong format for feature contribution values (lightgbm had similar issue but it was already fixed with PR shap/shap#690), we have a disabled test here:

https://github.com/interpretml/interpret-community/blob/master/test/test_explain_model.py#L362

The fix requires a PR to SHAP

To Reproduce
Steps to reproduce the behavior:

  1. Run TreeExplainer on XGBoost binary classifier
  2. See error

Expected behavior
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