Wat is Shapley value, SHAP value?

For a game $v$ on the set $P$ of players, the Shapley value of player $j$ is

the only allocation that is efficient ($\sum_j\phi_j = v(P) - v(\emptyset)$), symmetric, zero for a player that adds nothing, and additive across games. A SHAP value is the Shapley value of feature $j$ for one prediction, with $v(S)$ the model’s expected output when the features in $S$ are fixed at their values (Lundberg and Lee, 2017); for tree ensembles it is computed exactly and fast (TreeSHAP).