Multiplicative SHAP Values for Two-Part Models
Allows for the computation of mSHAP values on
two-part models as proposed by Matthews, S. and Hartman, B.
Also contains functions for simple plotting of
the results (or any SHAP values). For information about the
TreeSHAP algorithm that mSHAP builds on, see Lundberg, S.M.,
Erion, G., Chen, H., DeGrave, A., Prutkin, J.M., Nair, B., Katz,
R., Himmelfarb, J., Bansal, N., Lee, S.I. (2020)