A python package makes feature selection by calculating the Shapley value
You can install shapfs with pip:
pip install shapfs
fs=feature_selection(type)
type=1 if the machine learning task is classification prediction. type=0 if it is regression prediction
fs.fit(x,y,alpha)
x is the input feature, y is the label, and alpha is the ratio of the shaply value of the selected variable to the sum of all feature shapley values
After you fit the fs, you can view the Shapely values of all variables through fs.feature_ranking. fs.result gets the desired variable
fs.feature_ranking
fs.result
You can also visualize the order of importance of features.
fs.feature_importance_plot()
fs.feature_beeswarm()