Interaction SHAP values

[RoelVerbelen]

h2o::h2o.predict_contributions() implements feature contributions and computes the tree SHAP values (for DRF, GBM, XGBoost models). It would be great to also get tree SHAP interaction values, similar to xgboost's implementation of interaction contributions.

In R: xgboost:::predict.xgb.Booster(..., predinteraction = TRUE)

That would enable better understanding which interactions are modelled.