XGBoost

ELI5

ELI5 (“Explain Like I’m 5”) provides model-specific support for models from scikit-learn, lightning, decision tree ensembles using the xgboost, LightGBM, CatBoost libraries. ELI5 mainly provides convenient wrappers to couple the feature importance coefficients that these libraries already provide with feature names, as well as convenient ways to visualize importances, e.g. by highlighting words in a text. For Keras image classifiers an implementation of the gradient-based Grad-CAM visualizations is offered, but the TensorFlow V2 backend is not supported. Read more...

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...