shapr: Prediction Explanation with Dependence-Aware Shapley Values

Complex machine learning models are often hard to interpret. However, in many situations it is crucial to understand and explain why a model made a specific prediction. Shapley values is the only method for such prediction explanation framework with a solid theoretical foundation. Previously known methods for estimating the Shapley values do, however, assume feature independence. This package implements the method described in Aas, Jullum and Løland (2019) <arXiv:1903.10464>, which accounts for any feature dependence, and thereby produces more accurate estimates of the true Shapley values.

Version:	0.1.3
Depends:	R (≥ 3.5.0)
Imports:	stats, data.table, Rcpp (≥ 0.12.15), condMVNorm, mvnfast, Matrix
LinkingTo:	RcppArmadillo, Rcpp
Suggests:	ranger, xgboost, mgcv, testthat, knitr, rmarkdown, roxygen2, MASS, ggplot2, gbm
Published:	2020-09-03
Author:	Nikolai Sellereite [aut], Martin Jullum [cre, aut], Anders Løland [ctb], Jens Christian Wahl [ctb], Camilla Lingjærde [ctb], Norsk Regnesentral [cph, fnd]
Maintainer:	Martin Jullum <Martin.Jullum at nr.no>
BugReports:	https://github.com/NorskRegnesentral/shapr/issues
License:	MIT + file LICENSE
URL:	https://norskregnesentral.github.io/shapr/, https://github.com/NorskRegnesentral/shapr
NeedsCompilation:	yes
Language:	en-US
Materials:	README NEWS
CRAN checks:	shapr results

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