Shapley value utilities in Julia.
This repository is going to be confusing for anyone snooping around. Come back later and it might be cleaned up.
Shapley(team, game, removal)
- Team (for defining players) - supertype of (grouped) data set, ...
- Removal (for subsetting the team) - supertype of column select, marginalise, ...
- Game (for characteristic function) - supertype of model, dc, hsic, ...
Extensible and modular, e.g.:
- Ease of implementing similar Shapley value alternatives, e.g., asymmetric Shapley - but this suggests a more general package / structure
- Ease of implementing approximation techniques
- Ease of implementing alternative calculation methods, e.g., Harsanyi dividends
- Integration with popular model outputs including LightGBM and XGBoost
- Plot Shapley values over time, with e.g., ADL, ADP and ADR