Shapley Values – A Gentle Introduction | H2O.ai

Shapley was studying cooperative game theory when he created this tool. However, it is easy to transfer it to the realm of machine learning. We simply treat a model’s prediction as the ‘surplus’ and each feature as a ‘farmer in the collective.’ The Shapley value tells us how much impact each element has on the prediction, or (more precisely) how much each feature moves the prediction away from the average prediction.

Shapley Values – A Gentle Introduction | H2O.ai

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