import shap

#initialize js methods for visualization
shap.initjs()

# create an instance of the DeepSHAP which is called DeepExplainer
explainer_shap = shap.DeepExplainer(model=model,
                                 data=X_train)

# Fit the explainer on a subset of the data (you can try all but then gets slower)
shap_values = explainer_shap.shap_values(X=X_train.values[:500],
                                      ranked_outputs=True)