Introduction to SHAP
SHAP was derived from game theory. Lloyd Stowell Shapley gave his name to this game theory model in the 1950s. In game theory, each player decides to contribute to a coalition of players to produce a total value that will be superior to the sum of their individual values.
The Shapley value is the marginal contribution of a given player. The goal is to find and explain the marginal contribution of each participant in a coalition of players.
For example, each player in a football team often receives different amounts of bonuses based on each player's performance throughout a few games. The Shapley value provides a fair way to distribute a bonus to each player based on her/his contribution to the games.
In this section, we will first explore SHAP intuitively. Then, we will go through the mathematical explanation of the Shapley value. Finally, we will apply the mathematical model of the Shapley value to a sentiment analysis of movie reviews.
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