fastshap

Fast Approximate Shapley Values

Last update: 22 February 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.0.7, 0.0.2, 0.0.3, 0.0.4, 0.0.5, 0.0.6, 0.1.0, 0.1.1

Source code repository: https://github.com/cran/fastshap

Description

Computes fast (relative to other implementations) approximate Shapley values for any supervised learning model. Shapley values help to explain the predictions from any black box model using ideas from game theory; see Strumbel and Kononenko (2014) <doi:10.1007/s10115-013-0679-x> for details.

Cites work

Explaining prediction models and individual predictions with feature contributions