Add interpretability SHAP C API

[RAMitchell]

Summary

This adds a dedicated C API entry point for SHAP values:

• XGBoosterInterpretShapValues
• separate output buffers for feature values and bias
• JSON config for interpretability options
• nullable background DMatrixHandle reserved for interventional SHAP
• Python xgboost.interpret.shap_values now routes through the new C API

The initial implementation supports the existing tree-path-dependent SHAP behavior by reusing the current contribution prediction path and splitting the final bias column into a separate output. Interventional SHAP is not implemented yet, but the C API shape now includes the background handle needed for it.

Testing

• pre-commit run --files include/xgboost/c_api.h src/c_api/c_api.cc src/common/api_entry.h tests/cpp/c_api/test_c_api.cc python-package/xgboost/interpret.py tests/python/test_interpret.py
• build-cpu/testxgboost --gtest_filter=CAPI.InterpretShapValues
• PYTHONPATH=/home/nfs/rorym/xgboost-wt/interpret-capi/python-package LD_LIBRARY_PATH=/home/nfs/rorym/xgboost-wt/interpret-capi/lib conda run -n xgboost python -m pytest tests/python/test_interpret.py

[Copilot]

Pull request overview

This PR introduces a dedicated interpretability-focused C API entry point for computing SHAP values, and updates the Python interpretability API to use it. The goal is to provide a stable C-level interface with separate output buffers for feature attributions and the bias term, while reserving a background DMatrixHandle for future interventional SHAP support.

Changes:

• Added new C API function XGBoosterInterpretShapValues with JSON configuration and split outputs (values, bias).
• Implemented the C API by reusing the existing contribution prediction path and separating the last “bias” column into its own output buffer.
• Updated Python xgboost.interpret.shap_values and added C++/Python tests to validate behavior and expected error handling for unsupported interventional SHAP.

Reviewed changes

Copilot reviewed 6 out of 6 changed files in this pull request and generated no comments.

Show a summary per file

File	Description
include/xgboost/c_api.h	Declares and documents the new public C API function for SHAP values.
src/c_api/c_api.cc	Implements XGBoosterInterpretShapValues by splitting contribution predictions into values + bias.
src/common/api_entry.h	Extends thread-local return buffers to support multiple float/shape outputs.
python-package/xgboost/interpret.py	Routes Python shap_values through the new C API and returns split outputs.
tests/cpp/c_api/test_c_api.cc	Adds a C++ C-API test validating shapes/contents vs contribution prediction and unsupported paths.
tests/python/test_interpret.py	Updates expected exception type/message when passing background data (now errors from C API).

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