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Support SHAP importance#8

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valots12 wants to merge 4 commits intoapalladi:mainfrom
valots12:main
Open

Support SHAP importance#8
valots12 wants to merge 4 commits intoapalladi:mainfrom
valots12:main

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@valots12
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This code facilitates the use of a SHAP Explainer for computing feature importance. The function now supports the 'importance_type' parameter, enabling users to choose between the 'model' strategy (based on model coefficients) and the Shapley values strategy ('shap'). The explainer used is generic, providing support for different families of models.

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any update?

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valots12 commented Dec 9, 2023

I could improve it if you think something is missing

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