title: Use 'predict_contrib' in LightGBM to get SHAP-values
body: <p>In the LightGBM <a href="https://lightgbm.readthedocs.io/en/latest/Parameters.html" rel="nofollow noreferrer">documentation</a> it is stated that one can set <code>predict_contrib=True</code> to predict the SHAP-values.</p>
  <p>How do we extract the SHAP-values (apart from using the <code>shap</code> package)?</p>
  <p>I have tried</p>
  <pre class="lang-py prettyprint-override"><code>model = LGBM(objective=&quot;binary&quot;,is_unbalance=True,predict_contrib=True)
  model.fit(X_train,y_train)
  pred_shap = opt_model.predict(X_train) #Does not get SHAP-values
  </code></pre>
  <p>which does not seem to work</p>