What is the SHAP (SHapley Additive exPlanations) framework and what game-theoretic concept underlies it?

Data Science with Python Hard

Data Science with Python — Hard

What is the SHAP (SHapley Additive exPlanations) framework and what game-theoretic concept underlies it?

Key points

  • SHAP framework uses Shapley values from cooperative game theory
  • It is model-agnostic and provides feature contributions to predictions
  • Guarantees properties of local accuracy, missingness, and consistency
  • Helps understand the impact of individual features on model predictions

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