Implementation of the SurvSHAP(t) explanation method for time-dependent explainability of machine learning survival models
Project description
survshap
Overview
The survshap
package contains an implementation of the SurvSHAP(t) method, the first time-dependent explanation method for interpreting survival black-box models. It is based on SHapley Additive exPlanations (SHAP) but extends it to the time-dependent setting of survival analysis. SurvSHAP(t) is able to detect time-dependent variable effects and its aggregation determines the local variable importance.
Read more about SurvSHAP(t) in our paper.
Installation
pip install survshap
Citation
If you use this package, please cite our paper:
@article{survshap,
title = {SurvSHAP(t): Time-dependent explanations of machine learning survival models},
journal = {Knowledge-Based Systems},
volume = {262},
pages = {110234},
year = {2023},
issn = {0950-7051}
}
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