Sum of SHAP values not equal to `pred - mean(pred)` when `exact = TRUE` about fastshap HOT 2 CLOSED

Hi @dfsnow, thanks for the note. Setting adjust = TRUE has no affect on the output when using exact = TRUE since they are already supposed to be additive. I'm not sure why the SHAP values aren't additive here (and I get the same issue when using XGBoost directly), so it may be better to ask on the XGBoost issues page. The bias column/term should be the average of all the training predictions (i.e., E(f(x))), which also corresponds to the difference between a particular prediction and the sum of its corresponding Shapley values.

from fastshap.

Interesting. For what it's worth, this issue is also true of LightGBM. I'll make a quick issue on the xgboost repo. Thanks!

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