IKBFU's Vestnik

2020 Issue №02

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Application of Shapley value in a regression ana­lysis



The application of the cooperative game theory model, Shapley value, for the estimation of the regression coefficients and the contribution of predictors to the general explainability of the model is considered. The necessary theoret­ical apparatus is systematized and the construction of Shapley estimates based on the coefficient of determination is given.