How is the method here related to SHAP?

AppliedDataSciencePartners / xgboostExplainer

An R package that makes xgboost models fully interpretable

GNU General Public License v3.0

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How is the method here related to SHAP? #19

Open haozhenWu opened 6 years ago

haozhenWu commented 6 years ago

Hi,

I am wondering how are the methods related to SHAP and Individual Conditional Expectation Plot? Scott M. Lundberg, Su-In Lee, "A Unified Approach to Interpreting Model Predictions", NIPS Proceedings 2017 https://cran.r-project.org/web/packages/ICEbox/ICEbox.pdf

Latest XGBoost also has native support for SHAP: https://github.com/dmlc/xgboost/blob/master/R-package/R/xgb.plot.shap.R

Thank you, Haozhen

lawwu commented 6 years ago

@haozhenWu thank you for pointing me to SHAP. Looks like it is nicely implemented in python but not yet in R: https://github.com/slundberg/shap

RossKen commented 6 years ago

I would also be interested in how this works in comparison to SHAP. More generally, I think it would be really useful to have some documentation that outlines what exactly the explainer is doing.