Do not overwrite default warning filter or formatter

[connortann]

Overview

Closes #3287

• Removes modifications of the default warning formatter
• Removes the global supression of numba deprecation warnings

Discussion

As per the issue above, the unexpected import-time side-effects can be surprising and cause nefarious bugs. As a general rule, importable libraries should avoid modifying or monkeypatching other libraries.

One consequence of this change is that the warnings produced by SHAP will be the default verbose formatting, rather than the prettier "message-only" format:

However, whilst I admittedly do prefer the concise formatting, I don't think this preference for formatting has anything to do with shap specifically, so it should be out-of-scope for the shap package to fiddle with generic python behaviour like this. Users are still able to modify the handling of warnings as they see fit.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (b3573bd) 59.20% compared to head (d870e34) 59.23%.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #3514      +/-   ##
==========================================
+ Coverage   59.20%   59.23%   +0.03%     
==========================================
  Files          90       90              
  Lines       12731    12727       -4     
==========================================
+ Hits         7537     7539       +2     
+ Misses       5194     5188       -6     

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[connortann]

As an alternative, we could preserve the current warning formatting with a function like this that tracks and restores the original global state. This would involve replacing all instances of warnings.warn.

def pretty_warn(msg: str) -> None:
    """Raise a UserWarning with a custom formatter that just shows the message"""
    previous_formatter = warnings.formatwarning
    warnings.formatwarning = lambda msg, *args, **kwargs: str(msg) + '\n'
    warnings.warn(msg)
    # Restore previous global state
    warnings.formatwarning = previous_formatter

I'm actually inclined to just leave the default warning formatter in place for simplicity. Open to suggestions. Whatever we do, it seems like we should not permanently override the global state.

[CloseChoice]

very nice! LGTM

[connortann]

Just to clarify, @CloseChoice do you have any preferences regarding removing the formatting tweak entirely vs implementing the "pretty_warn" func?

[CloseChoice]

I think removing it entirely as you did is totally fine. I wouldn't spend time to find a solution that keeps the old formatting AND doesn't overwrite the global warnings. If you have a quick solution please go ahead, but I would not spend even 15 minutes on that, tbh. If the formatting disturbs us in any way we can still open another issue and find a solution for that.