SHAP values provide you a way to interpret the impact of individual independent variables in a variety of “black box” machine learning models, such as Random Forest. It looks at how a prediction changes when a variable is not included in the model. This page shows how to fit SHAP values using R.
- Pablo Casas. A gentle introduction to SHAP values in R. Data Science Heroes blog, 2019-03-18. Available in html format.
An earlier version of this page was published on new.pmean.com.