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bgreenwell / fastshap

Fast approximate Shapley values in R
https://bgreenwell.github.io/fastshap/
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Export variance? #13

Open dswatson opened 3 years ago

dswatson commented 3 years ago

Love the package! I'm wondering if there is some simple way to export the Monte Carlo variance for estimated phi values? This could help quantify uncertainty. Thanks!

bgreenwell commented 3 years ago

@dswatson, yes that seems like a reasonable thing to do. I’ll be sure to add this to the next release. Thanks for the suggestion!