SHAP values

SHapley Additive exPlanations, aka SHAP values, quantify the effect of each feature in your model on the predictions generated by that model. The values are calculated by comparing the output of your model with each feature to its output without each feature. SHAP values can be calculated “globally” for all the model’s features, taken as a whole; they also can be calculated “locally” for each individual prediction to show which features most affected that prediction.