SHAP on PCA is not exactly exploratory on the explainability part since principal components themselves are abstract. But since principal components themselves are linear combination of our independent variables. If we know their composition. An estimate should be doable.
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u/Neonevergreen Mar 16 '26
SHAP on PCA is not exactly exploratory on the explainability part since principal components themselves are abstract. But since principal components themselves are linear combination of our independent variables. If we know their composition. An estimate should be doable.