Accurate Shapley Values for explaining tree-based models
- URL: http://arxiv.org/abs/2106.03820v3
- Date: Wed, 31 May 2023 17:19:43 GMT
- Title: Accurate Shapley Values for explaining tree-based models
- Authors: Salim I. Amoukou, Nicolas J-B. Brunel, Tangi Sala\"un
- Abstract summary: We introduce two estimators of Shapley Values that exploit the tree structure efficiently and are more accurate than state-of-the-art methods.
These methods are available as a Python package.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Shapley Values (SV) are widely used in explainable AI, but their estimation
and interpretation can be challenging, leading to inaccurate inferences and
explanations. As a starting point, we remind an invariance principle for SV and
derive the correct approach for computing the SV of categorical variables that
are particularly sensitive to the encoding used. In the case of tree-based
models, we introduce two estimators of Shapley Values that exploit the tree
structure efficiently and are more accurate than state-of-the-art methods.
Simulations and comparisons are performed with state-of-the-art algorithms and
show the practical gain of our approach. Finally, we discuss the limitations of
Shapley Values as a local explanation. These methods are available as a Python
package.
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