A unified approach to interpreting model predictions

Understanding why a model made a certain prediction is crucial in many applications. However, with large modern datasets the best accuracy is often achieved by complex models even experts struggle to interpret, such as ensemble or deep learning models. This creates a tension between accuracy and interpretability. In response, a variety of methods have recently been proposed to help users interpret the predictions of complex models. Here, we present a unified framework for interpreting predictions, namely SHAP (SHapley Additive exPlanations, which assigns each feature an importance for a particular prediction. The key novel components of the SHAP framework are the identification of a class of additive feature importance measures and theoretical results that there is a unique solution in this class with a set of desired properties. This class unifies six existing methods, and several recent methods in this class do not have these desired properties. This means that our framework can inform the development of new methods for explaining prediction models. We demonstrate that several new methods we presented in this paper based on the SHAP framework show better computational performance and better consistency with human intuition than existing methods.