Shapley value

Shapley explanations are a technique with credible theoretical support that presents consistent global and local variable contributions. Local numeric Shapley values are calculated by tracing single rows of data through a trained tree ensemble and aggregating the contribution of each input variable as the row of data moves through the trained ensemble. For classification problems, Shapley values sum to the prediction of the Evispot AI model before applying the link function. Global Shapley values are the average of the absolute Shapley values over every row of a data set.

Read more about Shapley here

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Machine learning in credit decisions

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