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I'll start with an example:
My dataset contains 4 features: Age, Gender, Location, and Income Level
I trained a model to predict a sample income level.
Now I calculated the SHAP score of each feature. I'm interested not only in the score of each individual but also the SHAP score of every feature combination for example: Age X Gender, Age X Gender X Location.
Is there a way to get this score? Does SHAP Additivity property allow us to simply add the individual samples features SHAP scores?
If not how can I access it?
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I'll start with an example:
My dataset contains 4 features: Age, Gender, Location, and Income Level
I trained a model to predict a sample income level.
Now I calculated the SHAP score of each feature. I'm interested not only in the score of each individual but also the SHAP score of every feature combination for example: Age X Gender, Age X Gender X Location.
Is there a way to get this score? Does SHAP Additivity property allow us to simply add the individual samples features SHAP scores?
If not how can I access it?
Thank you for your help!
Yuval
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