Hi Frank,
Keras does not have a native R2 score implementation (see the list of Keras’ regression metrics 2). However, the R2 score can be computed using a custom metric. See an example 3.
TF-DF does not have a native TreeSHAP implementation (yet? ). If this is of interest, please create a feature request here 6 so we can prioritize new features. In the mean time, I would use a model agnostic implementation of SHAP.
Cheers,
M.