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Hi @nicholasjhorton, good catch. Here, z corresponds to an instance drawn at random from the learning sample (or suitable background data set). The reference to this algorithm can be found here; in the image, z is equivalent to w. Will keep this open as a note to fix in the next print/version.
Issue relates to printed book and electronic version 2020-02-01
Section 16.8.1, Algorithm 7: https://bradleyboehmke.github.io/HOML/iml.html#shapley-values
What is z? It doesn't seem to be defined in the algorithm or the section.
PS Kudos for an excellent book!
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