NorskRegnesentral/shapr: Explain the Output of Machine Learning Models with more Accurately Estimated Shapley Values

Complex machine learning models are often hard to interpret. However, in many situations it is crucial to understand and explain why a model made a specific prediction. Shapley values is the only method for such prediction explanation framework with a solid theoretical foundation. Previously known methods for estimating the Shapley values do, however, assume feature independence. This package implements the method described in Aas, Jullum and Løland (2019) <arXiv:1903.10464>, which accounts for any feature dependence, and thereby produces more accurate estimates of the true Shapley values.

Getting started

Package details

LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
NorskRegnesentral/shapr documentation built on July 20, 2020, 8:01 p.m.