Shapley Values

Shapley Values come from game theory and help determine how much each participant (or feature) contributes to a collective outcome. Imagine several players working together to achieve a result; Shapley Values fairly distribute the gain based on each player's individual contribution, considering all possible team combinations. In machine learning, this method explains how much each feature influences a model's prediction by analyzing the change in output when the feature is added to different groups. This provides a transparent way to understand and interpret the importance of different factors in decision-making processes.