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yptheangel/shap_feature_importance.py

Created December 22, 2021 07:18
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shap feature importance
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shap_feature_importance.py
import numpy as np
import pandas as pd
import shap
explainer = shap.TreeExplainer("your_tree_model")
shap_values = explainer.shap_values(X_train)
scores= np.abs(shap_values).mean(0)
feature_importance = pd.DataFrame(list(zip(X_train.columns, sum(scores))), columns=['feature','feature_importance_score'])
feature_importance.sort_values(by=['feature_importance_score'], ascending=False,inplace=True)
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