What are the advantages of SHAP values in machine learning?

What are the advantages of SHAP values in machine learning?

SHAP values provide a unified measure of feature importance, helping to explain model predictions clearly.

Can you give me an example of how SHAP values improve model interpretability?

Sure! For instance, in a credit scoring model, SHAP values can show how much each feature, like income or credit history, contributes to the final score.

Are there any limitations to using SHAP values?

Yes, SHAP values can be computationally intensive, especially for large datasets or complex models, which may slow down the analysis.

How do SHAP values compare to other interpretability methods?

SHAP values are often preferred because they provide consistent and accurate feature importance scores, unlike some other methods that can be biased.