it would be intersting to add tree-SHAP to smile

[rayeaster]

SHAP is a recently proposed algorithm for interpretable machine learning by

Lundberg, Scott M., and Su-In Lee. “A unified approach to interpreting model predictions.” Advances in Neural Information Processing Systems. 2017

and tree-SHAP is a specific version of implementation for tree-based machine learning like CART, Random Forest, Gradient Boost, etc.

Lundberg, Scott M., Gabriel G. Erion, and Su-In Lee. “Consistent individualized feature attribution for tree ensembles.” arXiv preprint arXiv:1802.03888 (2018)

https://github.com/slundberg/shap/blob/master/shap/explainers/pytree.py

[haifengl]

I have merged shap branch into master. Thanks!