SHAP Feature Importance

ExpyBox.shap_feature_importance()

Create dialog for shap summary plot, i.e. feature importance based on Shapley values

Returns

None

Method parameters

See shap parameters.

Additional parameter:

• Sample size

  Number of instances from train data to use for calculating mean shap value for each feature.

Resources

• SHAP paper

• SHAP in IML book

• Documentation of shap

• Implementation (currently documentation replacement) of summary plot