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Shapley values from cooperative game theory are adapted for explaining machine learning predictions. For large feature sets used in machine learning, Shapley values are approximated. We present a protocol for two techniques for explaining support vector machine predictions with exact Shapley value computation. We detail the application of these algorithms and provide ready-to-use Python scripts and custom code. The final output of the protocol includes quantitative feature analysis and mapping of important features for visualization.

For complete details on the use and execution of this protocol, please refer to Feldmann and Bajorath¹ and Mastropietro et al.²