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feat: Add SHAP values #32

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MMenchero opened this issue Oct 14, 2024 · 0 comments
Open

feat: Add SHAP values #32

MMenchero opened this issue Oct 14, 2024 · 0 comments
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enhancement New feature or request

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The current version of the Python SDK allows users to access SHAP (SHapley Additive exPlanation) values to explain how exogenous features impact the forecast. Hence, we also need to include them in nixtlar.
See Python docs here.
@MMenchero MMenchero added the enhancement New feature or request label Oct 14, 2024
@MMenchero MMenchero self-assigned this Oct 14, 2024
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