Chapter 4: Shapley
Shapley values originate from classical game theory and aim to fairly devide a payout between players. In this section a brief explanation of Shapley values in game theory is given, followed by an adaption to IML resulting in the method SHAP.
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Chapter 4.1: Shapley Values
This section motivates the Shapley value from a game theoretical perspective.
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Chapter 4.2: Shapley Values for Local Explanations
In this chapter, the idea of Shapley values is adapted to the field of machine learning. A central topic is their approximation.
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Chapter 4.3: SHAP (SHapley Additive exPlanation) Values
One local interpretation method based on Shapley values is SHAP (SHapley Additive ExPlanation). The calculation of Shapley values is for instance possible using kernelSHAP or global SHAP.