title: How to install SHAP (Shapley) for Python
body: <p>Tried to install Shapley package (available in R)  using</p>
  
  <pre><code>install shap
  </code></pre>
  
  <p>but got an error:</p>
  
  <pre><code>Building wheels for collected packages: shap, iml
  Running setup.py bdist_wheel for shap ... error
  Complete output from command C:\Users\Toly_Novik\Anaconda3\python.exe -u -c     "import setuptools, tokenize;__file__='C:\\Users\\TOLY_N~1\\AppData\\Local\\Temp  \\pip-install-o0p96nl3\\shap\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" bdist_wheel -d C:\Users\TOLY_N~1\AppData\Local\Temp\pip-wheel-538qnmm2 --python-tag cp36:
  running bdist_wheel
  running build
  running build_py
  creating build
  creating build\lib.win-amd64-3.6
  creating build\lib.win-amd64-3.6\shap
  copying shap\datasets.py -&gt; build\lib.win-amd64-3.6\shap
  copying shap\plots.py -&gt; build\lib.win-amd64-3.6\shap
  copying shap\__init__.py -&gt; build\lib.win-amd64-3.6\shap
  creating build\lib.win-amd64-3.6\shap\explainers
  copying shap\explainers\ime.py -&gt; build\lib.win-amd64-3.6\shap\explainers
  copying shap\explainers\kernel.py -&gt; build\lib.win-amd64-3.6\shap\explainers
  copying shap\explainers\mimic.py -&gt; build\lib.win-amd64-3.6\shap\explainers
  copying shap\explainers\pytree.py -&gt; build\lib.win-amd64-3.6\shap\explainers
  copying shap\explainers\tree.py -&gt; build\lib.win-amd64-3.6\shap\explainers
  copying shap\explainers\__init__.py -&gt; build\lib.win-amd64-3.6 \shap\explainers
  running build_ext
  numpy.get_include() C:\Users\Toly_Novik\Anaconda3\lib\site-packages\numpy\core\include
  building 'shap._cext' extension
  error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual  C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools
  </code></pre>
  
  <p>Same story for
      install xgboost</p>