the Shapley Additive Explanations (SHAP) method
SHAP (SHapley Additive exPlanations) by Lundberg and Lee (2017) is a method to explain individual predictions. SHAP is based on the game theoretically optimal Shapley values.
There are two reasons why SHAP got its own chapter and is not a subchapter of Shapley values. First, the SHAP authors proposed KernelSHAP, an alternative, kernel-based estimation approach for Shapley values inspired by local surrogate models. And they proposed TreeSHAP, an efficient estimation approach for tree-based models. Second, SHAP comes with many global interpretation methods based on aggregations of Shapley values. This chapter explains bo