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SHAP
A game theoretic approach to explain the output of ml models
...Fast C++ implementations are supported for XGBoost, LightGBM, CatBoost, scikit-learn and pyspark tree models. To understand how a single feature effects the output of the model we can plot the SHAP value of that feature vs. the value of the feature for all the examples in a dataset. Since SHAP values represent a feature's responsibility for a change in the model output, the plot below represents the change in predicted house price as RM (the average number of rooms per house in an area) changes.
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