Add a section about Shapley values the User Guide

Description

The only reference we have for TreeShap in H2O (GBM, XGBoost) is in a blog post: https://www.h2o.ai/blog/h2o-release-3-26-yau/. It would be great to have an official reference for this feature.

Let's add it somewhere to the User Guide. We have a demo here we can use for a code example: https://github.com/h2oai/h2o-3/blob/master/h2o-py/demos/shap_values_drf.ipynb

Another code example here: https://sefiks.com/2019/10/10/interpretable-machine-learning-with-h2o-and-shap/

Assignee

Angela Bartz

Fix versions

None

Reporter

Erin LeDell

Support ticket URL

None

Labels

None

Affected Spark version

None

Customer Request Type

None

Task progress

None

CustomerVisible

No

Components

Priority

Major
Configure