\n \uae08\uc735 \uc2dc\uc7a5\uc758 \ubcc0\ub3d9\uc131\uc744 \uc608\uce21\ud558\uace0 \uc218\uc775\uc744 \uc62c\ub9ac\uae30 \uc704\ud574 \uc810\uc810 \ub354 \ub9ce\uc740 \ud2b8\ub808\uc774\ub354\ub4e4\uc774 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998\uc744 \ud65c\uc6a9\ud558\uace0 \uc788\uc2b5\ub2c8\ub2e4.
\n \uc774\ub7ec\ud55c \uc54c\uace0\ub9ac\uc998\uc740 \uacfc\uac70\uc758 \ub370\uc774\ud130\uc5d0\uc11c \ud328\ud134\uc744 \ud559\uc2b5\ud558\uace0, \uc774 \uc815\ubcf4\ub97c \ubc14\ud0d5\uc73c\ub85c \ubbf8\ub798\uc758 \uac00\uaca9 \ub3d9\ud5a5\uc744 \uc608\uce21\ud558\ub294 \ub370 \uac15\ub825\ud55c \ub3c4\uad6c\uac00 \ub429\ub2c8\ub2e4.
\n \uadf8\ub7ec\ub098, \ub9ce\uc740 \uacbd\uc6b0 \ubaa8\ub378\uc758 \ub0b4\ubd80 \uc791\ub3d9 \ubc29\uc2dd\uacfc \uac01 \uc785\ub825 \ubcc0\uc218\uc758 \uc601\ud5a5\ub825\uc744 \uc774\ud574\ud558\ub294 \uac83\uc774 \uc911\uc694\ud569\ub2c8\ub2e4.
\n \uc774 \uae00\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \ubaa8\ub378\uc758 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \uc131\ub2a5\uc744 \ud3c9\uac00\ud558\uace0 \ud574\uc11d\ud558\ub294 \ub370 \uc720\uc6a9\ud55c \uae30\ubc95\uc778 \ud2b9\uc131 \uc911\uc694\ub3c4\uc640 SHAP (SHapley Additive exPlanations) \uac12\uc744 \uae4a\uc774 \uc788\uac8c \ub2e4\ub8e8\uc5b4 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4.\n<\/p>\n
\n \uba38\uc2e0\ub7ec\ub2dd\uc740 \ub370\uc774\ud130\ub97c \uae30\ubc18\uc73c\ub85c \ud55c \uc54c\uace0\ub9ac\uc998\uc744 \ud1b5\ud574 \ud328\ud134\uc774\ub098 \uaddc\uce59\uc744 \ud559\uc2b5\ud558\uace0, \uc608\uce21\uc744 \ud558\ub294 \uae30\uc220\uc785\ub2c8\ub2e4.
\n \ub525\ub7ec\ub2dd\uc740 \uba38\uc2e0\ub7ec\ub2dd\uc758 \ud55c \ubd84\uc57c\ub85c, \uc2e0\uacbd\ub9dd\uc744 \uc0ac\uc6a9\ud558\uc5ec \ubcf5\uc7a1\ud55c \ub370\uc774\ud130\ub97c \ucc98\ub9ac\ud569\ub2c8\ub2e4.
\n \ud2b9\ud788 \uae08\uc735 \uc2dc\uc7a5\uc758 \ub370\uc774\ud130\ub294 \uc2dc\uacc4\uc5f4\uc801 \ud2b9\uc131\uc744 \uac00\uc9c0\ubbc0\ub85c, \uc774\ub7ec\ud55c \uc54c\uace0\ub9ac\uc998\uc758 \uc801\uc6a9\uc5d0 \ud6a8\uacfc\uc801\uc785\ub2c8\ub2e4.
\n \uc54c\uace0\ub9ac\uc998\uc740 \uc8fc\uac00, \uac70\ub798\ub7c9, \uc2dc\uc7a5\uc9c0\uc218\uc640 \uac19\uc740 \ub2e4\uc591\ud55c \ud2b9\uc131\uc744 \ubc14\ud0d5\uc73c\ub85c \ubaa8\ub378\uc744 \ud559\uc2b5\ud569\ub2c8\ub2e4.\n<\/p>\n
\n \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378\uc774 \uac01 \ud2b9\uc131\uc774 \uc608\uce21\uac12\uc5d0 \uc5bc\ub9c8\ub098 \uae30\uc5ec\ud558\ub294\uc9c0\ub97c \ub098\ud0c0\ub0b4\ub294 \uba54\ud2b8\ub9ad\uc785\ub2c8\ub2e4.
\n \ud2b9\uc131 \uc911\uc694\ub3c4\ub97c \uc774\ud574\ud558\ub294 \uac83\uc740 \ubaa8\ub378\uc758 \ud574\uc11d \uac00\ub2a5\uc131\uc744 \ub192\uc774\uace0, \ubd88\ud544\uc694\ud55c \ud2b9\uc131\uc744 \uc81c\uac70\ud558\uc5ec \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \uac1c\uc120\ud558\ub294 \ub370 \ub3c4\uc6c0\uc744 \uc90d\ub2c8\ub2e4.
\n \ud2b9\uc131\uc758 \uc911\uc694\uc131\uc744 \ud3c9\uac00\ud558\ub294 \ub2e4\uc591\ud55c \ubc29\ubc95\ub4e4\uc774 \uc874\uc7ac\ud558\uba70, \uc5ec\uae30\uc11c\ub294 \ub450 \uac00\uc9c0 \ub300\ud45c\uc801\uc778 \ubc29\ubc95\uc778 Tree-based \ubaa8\ub378\uacfc Permutation Importance\ub97c \ub2e4\ub8f9\ub2c8\ub2e4.\n<\/p>\n
\n \uc758\uc0ac\uacb0\uc815 \ud2b8\ub9ac, \ub79c\ub364 \ud3ec\ub808\uc2a4\ud2b8, \uadf8\ub798\ub514\uc5b8\ud2b8 \ubd80\uc2a4\ud305 \ubaa8\ub378 \ub4f1 \ud2b8\ub9ac \uae30\ubc18 \ubaa8\ub378\ub4e4\uc740 \uac01 \ud2b9\uc131\uc774 \ucd5c\uc885 \uc608\uce21\uc5d0 \ubbf8\uce58\ub294 \uc601\ud5a5\uc744 \uc790\uc5f0\uc2a4\ub7fd\uac8c \uacc4\uc0b0\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.
\n \uc911\uc694\ub3c4\ub294 \uc77c\ubc18\uc801\uc73c\ub85c \ub2e4\uc74c\uacfc \uac19\uc740 \ubc29\uc2dd\uc73c\ub85c \ud3c9\uac00\ub429\ub2c8\ub2e4:\n<\/p>\n
\n Permutation Importance\ub294 \ud559\uc2b5\ub41c \ubaa8\ub378\uc744 \uae30\ubc18\uc73c\ub85c \uac01 \ud2b9\uc131\uc744 \ubb34\uc791\uc704\ub85c \uc11e\uc5c8\uc744 \ub54c \ubaa8\ub378\uc758 \uc131\ub2a5\uc774 \uc5bc\ub9c8\ub098 \ubcc0\ud654\ud558\ub294\uc9c0\ub97c \uce21\uc815\ud558\uc5ec \uc911\uc694\ub3c4\ub97c \ud3c9\uac00\ud558\ub294 \ubc29\ubc95\uc785\ub2c8\ub2e4.
\n \uc774 \ubc29\ubc95\uc740 \ubaa8\ub378\uc5d0 \ub3c5\ub9bd\uc801\uc778 \ud2b9\uc131\uc758 \uc911\uc694\ub3c4\ub97c \uce21\uc815\ud560 \uc218 \uc788\uc5b4 \uac15\ub825\ud569\ub2c8\ub2e4.\n<\/p>\n
\n SHAP \uac12\uc740 \uac01 \ud2b9\uc131\uc774 \uc608\uce21\uac12\uc5d0 \uae30\uc5ec\ud558\ub294 \uc815\ub3c4\ub97c \uc218\uce58\uc801\uc73c\ub85c \ub098\ud0c0\ub0b4\ub294 \ubc29\uc2dd\uc73c\ub85c, \ud2b9\uc131 \uc911\uc694\ub3c4\ub97c \ubcf4\ub2e4 \uc815\uad50\ud558\uac8c \uce21\uc815\ud560 \uc218 \uc788\ub294 \ubc29\ubc95\uc785\ub2c8\ub2e4.
\n SHAP \uac12\uc740 \uac8c\uc784 \uc774\ub860\uc758 Shapley \uac12\uc5d0 \uae30\ubc18\ud558\uc5ec \uac01 \ud2b9\uc131\uc774 \uc608\uce21\uac12\uc5d0 \uc5bc\ub9c8\ub098 \uae30\uc5ec\ud588\ub294\uc9c0\ub97c \uc815\uc758\ud569\ub2c8\ub2e4.
\n \uc774\ub97c \ud1b5\ud574 \uac1c\ubcc4 \uad00\uce21\uac12\uc5d0 \ub300\ud574 \uac01 \ud2b9\uc131\uc774 \uae0d\uc815\uc801 \ub610\ub294 \ubd80\uc815\uc801\uc778 \uc601\ud5a5\uc744 \ubbf8\ucce4\ub294\uc9c0\ub97c \uc27d\uac8c \uc774\ud574\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n<\/p>\n
\n# SHAP \uac12\uc744 \uacc4\uc0b0\ud558\ub294 \uc608\uc2dc \ucf54\ub4dc\n\nimport shap\nimport pandas as pd\nimport xgboost as xgb\n\n# \ub370\uc774\ud130 \ub85c\ub4dc \ubc0f \uc804\ucc98\ub9ac\nX = pd.read_csv('data.csv') # \ud2b9\uc131 \ub370\uc774\ud130\ny = X.pop('target')\n\n# \ubaa8\ub378 \ud6c8\ub828\nmodel = xgb.XGBRegressor()\nmodel.fit(X, y)\n\n# SHAP \uac12 \uacc4\uc0b0\nexplainer = shap.Explainer(model)\nshap_values = explainer(X)\n\n# SHAP \uac12 \uc2dc\uac01\ud654\nshap.summary_plot(shap_values, X)\n<\/code><\/pre>\n4. \ub525\ub7ec\ub2dd \ubaa8\ub378\uc5d0\uc11c\uc758 \ud2b9\uc131 \uc911\uc694\ub3c4\uc640 SHAP<\/h2>\n
\n \ub525\ub7ec\ub2dd \ubaa8\ub378\uc5d0\uc11c\ub3c4 \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378\uacfc \uc720\uc0ac\ud55c \ubc29\uc2dd\uc73c\ub85c \ud2b9\uc131 \uc911\uc694\ub3c4\uc640 SHAP \uac12\uc744 \ud65c\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.
\n \ud2b9\ud788 \ubcf5\uc7a1\ud55c \uc2e0\uacbd\ub9dd\uc5d0\uc11c\ub294 \ud2b9\uc815 \ud2b9\uc131\uc774 \uc608\uce21\uc5d0 \ubbf8\uce58\ub294 \uc601\ud5a5\uc744 \ud30c\uc545\ud558\ub294 \uac83\uc774 \ub9e4\uc6b0 \uc911\uc694\ud569\ub2c8\ub2e4.
\n \ub2e4\uc74c\uc740 \ub525\ub7ec\ub2dd\uc5d0\uc11c SHAP \uac12\uc744 \uc801\uc6a9\ud558\ub294 \ubc29\ubc95\uc744 \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.\n<\/p>\n
4.1 \ub525\ub7ec\ub2dd\uc5d0\uc11c SHAP \uc801\uc6a9\ud558\uae30<\/h3>\n\n# \ub525\ub7ec\ub2dd\uc5d0\uc11c SHAP \uac12\uc744 \uacc4\uc0b0\ud558\ub294 \uc608\uc2dc \ucf54\ub4dc\n\nimport shap\nimport numpy as np\nimport tensorflow as tf\nfrom tensorflow.keras.models import Sequential\nfrom tensorflow.keras.layers import Dense\n\n# \uac04\ub2e8\ud55c \uc2e0\uacbd\ub9dd \ubaa8\ub378 \uc815\uc758\nmodel = Sequential([\n Dense(64, activation='relu', input_shape=(X.shape[1],)),\n Dense(64, activation='relu'),\n Dense(1)\n])\n\nmodel.compile(optimizer='adam', loss='mean_squared_error')\n\n# \ubaa8\ub378 \ud6c8\ub828\nmodel.fit(X, y, epochs=10)\n\n# SHAP \uac12 \uacc4\uc0b0\nexplainer = shap.KernelExplainer(model.predict, X)\nshap_values = explainer.shap_values(X)\n\n# SHAP \uac12 \uc2dc\uac01\ud654\nshap.summary_plot(shap_values, X)\n<\/code><\/pre>\n5. \uc2e4\uc804 \uc801\uc6a9: \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c\uc758 \ud65c\uc6a9<\/h2>\n
\n \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \ubaa8\ub378\uc758 \ud2b9\uc131 \uc911\uc694\ub3c4\uc640 SHAP \uac12\uc744 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0 \uc801\uc6a9\ud558\uba74, \ud6a8\uacfc\uc801\uc73c\ub85c \ub9e4\ub9e4 \uc804\ub7b5\uc744 \uac1c\uc120\ud558\uace0 \uc790\ub3d9\ud654\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.
\n \uc774\uc57c\uae30\ub97c \ud574\ubcf4\uc790\uba74, \uc8fc\uac00 \uc608\uce21 \ubaa8\ub378\uc744 \ub3cc\ub9ac\uae30 \uc704\ud574 \ub2e4\uc74c\uacfc \uac19\uc740 \uacfc\uc815\uc744 \uac70\uce60 \uc218 \uc788\uc2b5\ub2c8\ub2e4:\n<\/p>\n
5.1 \ub370\uc774\ud130 \uc218\uc9d1 \ubc0f \uc815\uc81c<\/h3>\n
\n \uc2e0\ub8b0\ud560 \uc218 \uc788\ub294 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud558\uace0 \ud544\uc694\ud55c \uc804\ucc98\ub9ac\ub97c \uc218\ud589\ud569\ub2c8\ub2e4.
\n \uc8fc\uc2dd\uc758 \uac00\uaca9, \uac70\ub798\ub7c9, \uc7ac\ubb34\uc81c\ud45c \ub370\uc774\ud130\ub97c \ube44\ub86f\ud558\uc5ec \uc2dc\uc7a5 \uc9c0\ud45c \ub4f1\uc744 \ud1b5\ud569\ud558\uc5ec \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n<\/p>\n
5.2 \ud2b9\uc131 \uc0dd\uc131<\/h3>\n
\n \uc6d0\uc2dc \ub370\uc774\ud130\ub97c \ubc14\ud0d5\uc73c\ub85c \ub2e4\uc591\ud55c \ud2b9\uc131\uc744 \uc0dd\uc131\ud569\ub2c8\ub2e4.
\n \uc608\ub97c \ub4e4\uc5b4, \uc774\ub3d9 \ud3c9\uade0, \uc0c1\ub300\uac15\ub3c4\uc9c0\uc218(RSI), MACD \ub4f1\uc744 \ucd94\uac00\ud558\uc5ec \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ub192\uc77c \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n<\/p>\n
5.3 \ubaa8\ub378 \ud559\uc2b5 \ubc0f \ud3c9\uac00<\/h3>\n
\n \ub2e4\uc591\ud55c \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998\uc744 \ube44\uad50\ud558\uba70 \ubaa8\ub378\uc744 \ud559\uc2b5\ud569\ub2c8\ub2e4.
\n \uc774\ub54c \ud2b9\uc131 \uc911\uc694\ub3c4\uc640 SHAP \uac12\uc744 \uc774\uc6a9\ud558\uc5ec \uac01 \ud2b9\uc131\uc774 \uacb0\uacfc\uc5d0 \ubbf8\uce58\ub294 \uc601\ud5a5\uc744 \ubd84\uc11d\ud569\ub2c8\ub2e4.\n<\/p>\n
5.4 \uacbd\ub7c9\ud654 \ubc0f \ucd5c\uc801\ud654<\/h3>\n
\n \ud544\uc694 \uc5c6\ub294 \ud2b9\uc131\uc744 \uc81c\uac70\ud558\uace0 \ubaa8\ub378\uc744 \uacbd\ub7c9\ud654\ud558\uc5ec \ub354 \ube60\ub974\uace0 \uc815\ud655\ud55c \uc608\uce21\uc774 \uac00\ub2a5\ud558\ub3c4\ub85d \ucd5c\uc801\ud654\ud569\ub2c8\ub2e4.
\n SHAP \uac12\uc744 \ubd84\uc11d\ud558\uc5ec \ubaa8\ub378\uc758 \ud574\uc11d\ub825\uc744 \ub192\uc774\uace0 \uc758\uc0ac \uacb0\uc815\uc744 \ub3d5\uc2b5\ub2c8\ub2e4.\n<\/p>\n
6. \uacb0\ub860<\/h2>\n
\n \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998\uc740 \ud2b8\ub808\uc774\ub529\uc5d0 \ucee4\ub2e4\ub780 \uc601\ud5a5\uc744 \ubbf8\uce58\uace0 \uc788\uc73c\uba70, \ud2b9\uc131 \uc911\uc694\ub3c4 \ubc0f SHAP \uac12\uc740 \uc774\ub4e4 \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \uc774\ud574\ud558\uace0 \ucd5c\uc801\ud654\ud558\ub294 \ub370 \ud544\uc218\uc801\uc778 \ub3c4\uad6c\uc785\ub2c8\ub2e4.
\n \uae08\uc735 \uc2dc\uc7a5\uc758 \ubcf5\uc7a1\ud55c \ub370\uc774\ud130\uc640 \ud658\uacbd\uc5d0\uc11c, \uc774\ub7ec\ud55c \ub3c4\uad6c\ub4e4\uc744 \uc798 \ud65c\uc6a9\ud558\uba74 \ubcf4\ub2e4 \ud6a8\uacfc\uc801\uc778 \ub9e4\ub9e4 \uc804\ub7b5\uc744 \uad6c\uc0ac\ud560 \uc218 \uc788\uc744 \uac83\uc785\ub2c8\ub2e4.
\n \uc800\ud76c\ub294 \uacc4\uc18d\uc801\uc73c\ub85c \uc774 \ubd84\uc57c\uc758 \uae30\ubc95\ub4e4\uc744 \uc5f0\uad6c\ud558\uace0 \uc2e4\uc81c \ud2b8\ub808\uc774\ub529\uc5d0 \uc801\uc6a9\ud558\ub294 \ub370 \ud798\uc4f0\uaca0\uc2b5\ub2c8\ub2e4.\n<\/p>\n
<\/body><\/p>\n","protected":false},"excerpt":{"rendered":"