• Stands for SHapley Additive exPlanations
  • First published in 2017 by Lundberg and Lee (here)
  • Based on the game theory concept of Shapley values
  • Local interpretability
  • The model’s outcome is the “game”
  • The features are the “players”
  • A “game” is a single observation
  • The outcome of each possible players (features) combination (coalition) is considered to establish the importance of a single player (feature)

Consider a set of features

\[ F = \{f_0, \dots, f_F\} \]