Interpreting Machine Learning Models With SHAP
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Interpreting Machine Learning Models With SHAP

A Guide With Python Examples And Theory On Shapley Values

About the Book

Machine learning is transforming fields from healthcare diagnostics to climate change predictions through their predictive performance. However, these complex machine learning models often lack interpretability, which is becoming more essential than ever for debugging, fostering trust, and communicating model insights.

Introducing SHAP, the Swiss army knife of machine learning interpretability:

  • SHAP can be used to explain individual predictions.
  • By combining explanations for individual predictions, SHAP allows to study the overall model behavior.
  • SHAP is model-agnostic – it works with any model, from simple linear regression to deep learning.
  • With its flexibility, SHAP can handle various data formats, whether it’s tabular, image, or text.
  • The Python package shap makes the application of SHAP for model interpretation easy.

This book will be your comprehensive guide to mastering the theory and application of SHAP. It starts with the quite fascinating origins in game theory and explores what splitting taxi costs has to do with explaining machine learning predictions. Starting with using SHAP to explain a simple linear regression model, the book progressively introduces SHAP for more complex models. You’ll learn the ins and outs of the most popular explainable AI method and how to apply it using the shap package.

In a world where interpretability is key, this book is your roadmap to mastering SHAP. For machine learning models that are not only accurate but also interpretable.

Who This Book Is For

This book is for data scientists, statisticians, machine learners, and anyone who wants to learn how to make machine learning models more interpretable. Ideally, you are already familiar with machine learning to get the most out of this book. And you should know your way around Python to follow the code examples.

What's in the Book

Note: Please be aware that the ePub version utilizes MathML for mathematical notations and may not be compatible with all eReaders. Leanpub has a 60-day "100% Happiness Guarantee", so don't hesitate to just try it out. And you'll also get the PDF where the equations look good.

  1. Introduction
  2. A Short History of Shapley Values and SHAP
  3. Theory of Shapley Values
  4. From Shapley Values to SHAP
  5. Estimating SHAP Values
  6. SHAP for Linear Models
  7. Classification with Logistic Regression
  8. SHAP for Additive Models
  9. Understanding Feature Interactions with SHAP
  10. The Correlation Problem
  11. Regressing Using a Random Forest
  12. Image Classification with Partition Explainer
  13. Image Classification with Deep and Gradient Explainer
  14. Explaining Language Models
  15. Limitations of SHAP
  16. Building SHAP Dashboards with Shapash
  17. Alternatives to the shap Library
  18. Extensions of SHAP
  19. Other Applications of Shapley Values in Machine Learning
  20. SHAP Estimators
  21. The Role of Maskers and Background Data

About me (Christoph Molnar)

Author of the free online book Interpretable Machine Learning. I have a background in both statistics and machine learning and did my Ph.D. in interpretable machine learning. After a mix of data scientist jobs and academia, I'm now a full-time machine learning book author.

About the Author

Christoph Molnar
Christoph Molnar

On a mission to make algorithms more interpretable by combining machine learning and statistics.


The Book
  • PDF

  • EPUB

  • English

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SHAP Book plus Cheat Sheets

Get yourself the SHAP book including two useful cheat sheets: one with an overview of the SHAP plots and one with the interpretation of tabular data!


  • extras
    SHAP Cheatsheets

    This bundle gives you two extra cheatsheets that make interpretation much easier. - Overview of SHAP Plots - Interpretation template for tabular data

  • PDF

  • EPUB

  • English

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Bundles that include this book

Reader Testimonials

Carlos Mougan
Carlos Mougan

Marie Skłodowska-Curie AI Ethics Researcher

This book takes readers on a comprehensive journey from foundational concepts to practical applications of SHAP. It conveys clear explanations, step-by-step instructions, and real-world case studies designed for beginners and experienced practitioners to gain the knowledge and tools needed to leverage Shapley Values for model interpretability/explainability effectively.

Junaid Butt
Junaid Butt

Research Software Engineer at IBM Research

This book is a comprehensive guide in dealing with SHAP values and acts as an excellent companion to the interpretable machine learning book. Christoph Molnar's expertise as a statistician shines through as he distills the theory of SHAP values and their crucial role in understanding Machine Learning predictions into an accessible and easy to read text.

Joshua Le Cornu
Joshua Le Cornu

Orbis Investments

As in all his work, Christoph once again demonstrates his ability to make complex concepts accessible through clear visuals and concise explanations. Showcasing practical examples across a range of applications brings the principles of SHAP to life. This comes together as a thought provoking, informative read for anyone tasked with translating model insights to diverse audiences.

Valentino Zocca
Valentino Zocca

AI expert and author of Python Deep Learning

I was never bored diving into the world of SHAP values through this book, as it strikes the perfect balance between depth and understandability. Its rich, real-world applications, presented in an engaging manner, have truly elevated my appreciation for the topic. I'd highly recommend this book to my colleagues

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