py-why / py-why/EconML

Shap Interpreter

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@vasilismsr is already working on this.

Since Mar 29, 2020.

enhancement
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Description

We might want to add a Shap Interpreter, that either produces shap values based on the final CATE model of a CATE estimator or fits an arbitrary ML model to the cate predictions of a CATE estimator and then applies shap to that model. The former will apply to some estimators but the latter would be generic.

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