How is the method here related to SHAP?

[haozhenWu]

Hi,

I am wondering how are the methods related to SHAP and Individual Conditional Expectation Plot?
Scott M. Lundberg, Su-In Lee, "A Unified Approach to Interpreting Model Predictions", NIPS Proceedings 2017
https://cran.r-project.org/web/packages/ICEbox/ICEbox.pdf

Latest XGBoost also has native support for SHAP:
https://github.com/dmlc/xgboost/blob/master/R-package/R/xgb.plot.shap.R

Thank you,
Haozhen

[lawwu]

@haozhenWu thank you for pointing me to SHAP. Looks like it is nicely implemented in python but not yet in R: https://github.com/slundberg/shap

[RossKen]

I would also be interested in how this works in comparison to SHAP. More generally, I think it would be really useful to have some documentation that outlines what exactly the explainer is doing.