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Seconding Chris Molnar's excellent writeup. I also find the readme & example notebooks in Scott Lundberg's github repo to be a great way to get started. There are also references there for the original papers, which are surprisingly readable, imo. https://github.com/slundberg/shap
You may also find Explainable Boosting Machines interesting: https://github.com/interpretml/interpret
They're a bit like a best of both worlds between linear models and random forests (generalized additive models fit with boosted decision trees)
Disclosure: I helped build this open source package