Unifying local and global model explanations by functional decomposition
of low dimensional structures
- URL: http://arxiv.org/abs/2208.06151v1
- Date: Fri, 12 Aug 2022 07:38:53 GMT
- Title: Unifying local and global model explanations by functional decomposition
of low dimensional structures
- Authors: Munir Hiabu, Joseph T. Meyer and Marvin N. Wright
- Abstract summary: We consider a global explanation of a regression or classification function by decomposing it into the sum of main components and interaction components.
Here, q denotes the highest order of interaction present in the decomposition.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We consider a global explanation of a regression or classification function
by decomposing it into the sum of main components and interaction components of
arbitrary order. When adding an identification constraint that is motivated by
a causal interpretation, we find q-interaction SHAP to be the unique solution
to that constraint. Here, q denotes the highest order of interaction present in
the decomposition. Our result provides a new perspective on SHAP values with
various practical and theoretical implications: If SHAP values are decomposed
into main and all interaction effects, they provide a global explanation with
causal interpretation. In principle, the decomposition can be applied to any
machine learning model. However, since the number of possible interactions
grows exponentially with the number of features, exact calculation is only
feasible for methods that fit low dimensional structures or ensembles of those.
We provide an algorithm and efficient implementation for gradient boosted trees
(xgboost and random planted forests that calculates this decomposition.
Conducted experiments suggest that our method provides meaningful explanations
and reveals interactions of higher orders. We also investigate further
potential of our new insights by utilizing the global explanation for
motivating a new measure of feature importance, and for reducing direct and
indirect bias by post-hoc component removal.
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