Fast Approximate Shapley Values • fastshap

The goal of fastshap is to provide an efficient and speedy approach (at least relative to other implementations) for computing approximate Shapley values, which help explain the predictions from any machine learning model.

Installation

# Install the latest stable version from CRAN:
install.packages("fastshap")

# Install the latest development version from GitHub:
if (!requireNamespace("remotes")) {
  install.packages("remotes")
}
remotes::install_github("bgreenwell/fastshap")