[FEATURE]: Add New Shap features into estimators

[amirhessam88]

Contact Details [Optional]

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Describe the feature you are interested in ...

Shap has added multiple functionalities including lime wrappers. These features can be easily added to the API.
https://shap.readthedocs.io/en/latest/api.html#plots

Is your feature request related to a problem?

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Any other comments?

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[junaid1990]

Sir. I want to ask. How Can we visualize bar plot
Represents normalized mean absolute SHAP value across all the folds for the RF, GB, and XGB model training.
Or interpret the comparison of different models at a single bar / shap dependence / summary plots?
I have shared some examples

[junaid1990]

[junaid1990]

[amirhessam88]

Hey @junaid1990
Each model would have its own shap values calculated independently. Therefore, I am not sure how you can differentiate between the values among them? I have done similar things for multi-label classification tho. please checkout this paper