Tweeted By @ChristophMolnar
There is much confusion about SHAP in the machine learning community. What is SHAP?
— Christoph Molnar (@ChristophMolnar) September 23, 2019
SHAP explains ML predictions
SHAP computes Shapley values
SHAP uses weighted linear regression (similar to LIME, DeepLift, ...)
For trees, TreeSHAP is fast and exacthttps://t.co/nVDb731Gxs