Shapley Computations Using Surrogate Model-Based Trees

• URL: http://arxiv.org/abs/2207.05214v1
• Date: Mon, 11 Jul 2022 22:20:51 GMT
• Title: Shapley Computations Using Surrogate Model-Based Trees
• Authors: Zhipu Zhou, Jie Chen, Linwei Hu
• Abstract summary: This paper proposes the use of a surrogate model-based tree to compute Shapley and SHAP values based on conditional expectation. Simulation studies show that the proposed algorithm provides improvements in accuracy, unifies global Shapley and SHAP interpretation, and the thresholding method provides a way to trade-off running time and accuracy.
• Score: 4.2575268077562685
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Shapley-related techniques have gained attention as both global and local interpretation tools because of their desirable properties. However, their computation using conditional expectations is computationally expensive. Approximation methods suggested in the literature have limitations. This paper proposes the use of a surrogate model-based tree to compute Shapley and SHAP values based on conditional expectation. Simulation studies show that the proposed algorithm provides improvements in accuracy, unifies global Shapley and SHAP interpretation, and the thresholding method provides a way to trade-off running time and accuracy.

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