Shapley Additive Explanations
Rooted in game theory, SHAP assigns each feature a "contribution" value for a specific prediction. By calculating the difference between a model's output with and without a specific data point, we quantify the impact of individual variables on the final decision.
- Consistency: If a model changes so a feature has more impact, its SHAP value will not decrease.
- Local Accuracy: The sum of feature contributions equals the difference between model output and expectation.