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implement SHAP feature importance #26

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stereolith wants to merge 1 commit into ModelOriented:master from stereolith:master

stereolith commented Mar 3, 2020

I implemented the calculation of SHAP feature importance values in the "shap_feature_importance()" function. Docs were updated accordingly.

How it works:
SHAP values are calculated for each instance of the given data. The mean of the absolute SHAP values for each feature is then returned.

Additionally, to cope with large data sets, this implements the kmeans function of the SHAP python lib. (options "kmeans" and "k")


          implement SHAP feature importance

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stereolith mentioned this pull request

SHAP Feature Importance #25

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agosiewska commented Mar 5, 2021

Hey, Your function looks cool.
I have not accepted PR because of failing Travis checks. Are you going to fix it? :)

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