Explainable AI (XAI) with SHAP - regression problem

Model explainability becomes a basic part of the machine learning pipeline. Keeping a machine learning model as a "black box" is not an option anymore. Luckily there are tools that are evolving rapidly and becoming more popular. This guide is a practical guide for XAI analysis of SHAP open source Python package for a regression problem. SHAP (Shapley Additive Explanations) by Lundberg and Lee (2016) is a method to explain individual predictions, based on the game theoretically optimal Shapley values.