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[Feature Request]: add SHAP analysis / shapley value explanation to machine learning module #2875

Open rd24911 opened 3 months ago

rd24911 commented 3 months ago

Description

thank you for expanding the feature importance function with flexible permutation times in the machine learning module in the latest update! While the permutation-based feature importance is sometimes unstable and without consideration of feature dependence, would it be possible to add SHAP analysis / shapley value explanation to machine learning module?

Purpose

improve the explainability of machine learning models

Use-case

No response

Is your feature request related to a problem?

No response

Is your feature request related to a JASP module?

Machine Learning

Describe the solution you would like

add SHAP analysis into machine learning module, either under each of machine learning models or a separate function, and give mean of shapley values of each feature in addition to case-wise explanation

Describe alternatives that you have considered

No response

Additional context

some possible related package https://cran.r-project.org/web/packages/shapr/vignettes/understanding_shapr.html https://cran.r-project.org/web/packages/explainer/index.html https://shap.readthedocs.io/en/latest/

tomtomme commented 3 months ago

thx for the request. It may take some time though.