SHAP of ensemble tree methods. TreeSHAP is a fast and exact method to
estimate SHAP values for tree models and ensembles of trees, under
several different possible assumptions about feature dependence.
Returns the SHAP values. For regression, the length of SHAP values
is same as the number of features. For classification, SHAP values
are of p x k, where p is the number of
features and k is the classes. The first k elements are
the SHAP values of first feature over k classes, respectively. The
rest features follow accordingly.