# SHAP

## Summary

• 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

$F = \{f_0, \dots, f_F\}$