SHAP (SHapley Additive exPlanations) is a game theoretic approach to explain the output of any machine learning model. It connects optimal credit allocation with local explanations using the classic Shapley values from game theory and their related extensions. While SHAP can explain the output of any machine learning model, Lundberg and his collaborators have developed a high-speed exact algorithm for tree ensemble methods [1] , [2] .
Usage
The Tree SHAP Random Forest Predictor is used as a substitute to the Random Forest Predictor. Simply replace every Random Forest Predictor with this node to get started. If you are using a different tree based method, consider the other nodes in this package.
Interpretation
The beautiful thing about SHAP values is the intuitive interpretation. Every model has an expected output, the average prediction. The model prediction for a data row is the expected output plus the summation of SHAP values. This leads to intuitive explanations, for example in predictive maintenance "The high production output over the last three months contributed +20% probability that the machine breaks down in the next month.".
Enterprise Support
If you need help integrating explainable machine learning methods in your company, please contact me at morriskurz@gmail.com
Credits
All credits to the original research and development of the C++ and Python code go to Lundberg and his collaborators.