Can we explain the output of complex tree models? We use different algorithms to improve the performance of the model. If you input a new test datapoint into the model, it will produce an output. Did you ever explore which features are causing to produce the output? We can extract the overall feature importance from the model, but can we get which features are responsible for the output? If we use a decision tree, we can at least explain the output by plotting the tree structure. But, it’s not easy to explain the output for advanced tree-based algorithms like XGBoost, LightGBM, CatBoost or other scikit-learn models. To explain the output for the above algorithms, researches have come up with an approach called SHAP. SHAP (SHapley Additive exPlanations) is a unified approach to explain the output of any machine learning model. SHAP connects game theory with local explanations, uniting several previous methods and representing the only possible consistent and locally accurate ad
Data Scientist | Tech Blogger