R dependencies:
tidyverse 1.2.1+
lubridate 1.7.4+

Python dependencies:
shap==0.30.0
seaborn==0.10.0
numpy==1.18.1
pandas==1.0.1
scipy==1.4.1
matplotlib==3.1.3
scikit_learn==0.23.1
xgboost==1.1.1

The commands in run_experiments.sh should reproduce all figures from scratch. To generate different numbers of explanations (so they will run in a shorter amount of time) consider setting environment variables SHAP_SAMPLES and EXPLANATION_COUNT. For example:

SHAP_SAMPLES=5 EXPLANATION_COUNT=5 ./run_experiments.sh