SHAP是Python开发的一个“模型解释“包
作者：互联网
可解释机器学习在这几年慢慢成为了机器学习的重要研究方向。作为数据科学家需要防止模型存在偏见，且帮助决策者理解如何正确地使用我们的模型。越是严苛的场景，越需要模型提供证明它们是如何运作且避免错误的证据
关于模型解释性，除了线性模型和决策树这种天生就有很好解释性的模型意外，sklean中有很多模型都有importance这一接口，可以查看特征的重要性。其实这已经含沙射影地体现了模型解释性的理念。只不过传统的importance的计算方法其实有很多争议，且并不总是一致。有兴趣可以之后阅读相关文章 permutation importance、 interpretable_with_xgboost
SHAP是Python开发的一个"模型解释"包，可以解释任何机器学习模型的输出。其名称来源于SHapley Additive exPlanation，在合作博弈论的启发下SHAP构建一个加性的解释模型，所有的特征都视为“贡献者”。对于每个预测样本，模型都产生一个预测值，SHAP value就是该样本中每个特征所分配到的数值。
假设第i个样本为xi，第i个样本的第j个特征为xi_j，模型对该样本的预测值为yi，整个模型的基线（通常是所有样本的目标变量的均值）为y_base，那么SHAP value服从以下等式：
技术图片
其中f(x_ij)为x_ij的SHAP值。直观上看，f(xi,1)就是第i个样本中第1个特征对最终预测值yi的贡献值，当f(xi,1)>0，说明该特征提升了预测值，也正向作用；反之，说明该特征使得预测值降低，有反作用。
传统的feature importance只告诉哪个特征重要，但我们并不清楚该特征是怎样影响预测结果的。SHAP value最大的优势是SHAP能对于反映出每一个样本中的特征的影响力，而且还表现出影响的正负性。
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标签：SHAP,Python,模型,tag,E5%,q27777,E4%,news,com 来源： https://blog.csdn.net/m0_55832776/article/details/114461665