Differences between Sobol and SHAP Sensitivity Analysis on Housing Prices Predictions
I recently applied both Sobol and SHAP to my model to get the most impactful feature, because I thought using two methods could be more convincing. However, I got inconsistent importance scores from the two methods. Consequently, I have to figure out what is wrong; life is hard.
- Test on a simple dataset(housing prices) to check if I use the methods correctly
- Searching for theoretical explanation according to the result
