SHAP interpretations from zero-adjusted gamma model #34
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p-schaefer
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I am trying to understand the SHAP outputs from a Zero-Adjusted Gamma. I'll outline my questions below:
concentration
,rate
, andgate
shape parameters that are output frompredict(..., pred_type="parameters")
, correct? I find this is not quite the case when I look at the outputs ofshap.TreeExplainer()
. So I assume there is some transformation happening. Could someone elaborate on what those transformations are, and what they look like.gate
parameter, that would imply it is, on average, decreasing the probability of a 0 outcome, and a positive SHAP score would imply it is increasing the probability of a 0 outcome. Is that interpretation correct?concentration
andrate
(I think). Can multiplying the SHAP scores forconcentration
andrate
be used as a high level descriptor of the predictors effects on the non-zero mean part of the distribution? And, how does the transformations affect the results of that?Thank you!
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