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For calculating global feature importance using Shapley values.

Project description

    SAGE (Shapley Additive Global importancE) is a game theoretic approach 
    for understanding black-box machine learning models. It quantifies each 
    feature's importance based on the predictive power it contributes, and 
    it accounts for complex interactions using the Shapley value from 
    cooperative game theory. See the 
    [GitHub page](https://github.com/iancovert/sage/) for examples, and see 
    the [paper](https://arxiv.org/abs/2004.00668) for more details.

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