GitHub - slundberg/shap: A game theoretic approach to explain the output of any machine learning model.

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 (see papers for details and citations). While SHAP can explain the output of any machine learning model, we have developed a high-speed exact algorithm for tree ensemble methods (see our Nature MI paper). The above explanation shows features each contributing to push the model output from the base value (the average model output over the training dataset we passed) to the model output. Features pushing the prediction higher are shown in red, those pushing the prediction lower are in blue.