PySpark

SHAP: SHapley Additive exPlanations

The SHAP package is built on the concept of a Shapley value and can generate explanations model-agnostically. So it only requires input and output values, not model internals: SHAP (SHapley Additive exPlanations) is a game theoretic approach to explain the output of any machine learning model. It connects optimal credit allocation with local explanations using the classic Shapley values from game theory and their related extensions. (README) Additionally, this package also contains several model-specific implementations of Shapley values that are optimized for a particular machine learning model and sometimes even for a particular library. Read more...