Weighted Mean SHAP for Feature Selection in ML Grid and Ensemble


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Documentation for package ‘shapley’ version 0.3

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h2o.get_ids h2o.get_ids
normalize Normalize a vector based on specified minimum and maximum values
shapley Weighted average of SHAP values and weighted SHAP confidence intervals for a grid of fine-tuned models or base-learners of a stacked ensemble model
shapley.feature.selection Selects the top features with highest weighted mean shap values based on the specified criteria
shapley.plot Plot weighted SHAP contributions
shapley.test Normalize a vector based on specified minimum and maximum values
shapley.top Select top features in a model
test Weighted Permutation Test for Difference of Means