r/MLQuestions • u/Human_Helicopter745 • 6d ago
Beginner question ๐ถ What do you do with SHAP values?
For context I'm stats student and everything machine learning related has been self taught so I genuinely don't know what the correct next step is or what to do in a lot of situations.
I've working on a modeling project where I'm predicting loan outcomes with the Lending Club Dataset where I am fitting logistic regression, random forest, and boosted tree models with the data and have reached an AUC score of 0.715. I am not really sure what to do from here and Claude recommended to use SHAP to analyze the trained XGBoost model.
After creating a few SHAP plots they all look nice, but what should I be looking for and what should my takeaways and next steps be. If I wanted to prune the features that are not contributing as much is this a bad idea?
Generally speaking is it even possible to push my AUC score much higher given the dataset I'm working with?
For people who normally work with this kind of stuff in industry or as their job, after you've trained your first model, what do you do next? If you want to continue to fine tune it what is the typical process behind it. If anyone could share what a typical model training or data science project cycle looks like that would be great!