Questions tagged [shapley-value]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
1
vote
1answer
25 views

Can adding more data, influence the SHAPley values?

I am having a classification dataset. Everytime I add more data to the dataset the SHAP values are getting changed and the top list of features are changed. Can anyone explain what is this behavior? ...
0
votes
0answers
14 views

SHAP values for imbalanced dataset

I am working on a classification problem with highly imbalanced dataset. I am using RandomForestClassifier() algorithm. ...
0
votes
0answers
18 views

SHAP for Deep Neural Network taking long time

I have 60,000 samples with each having 1,800 features. I have made a multilayer perceptron in Keras and I want to use SHAP values to arrive at global feature importance. Is the matrix too big for SHAP?...
0
votes
0answers
30 views

Calculate overall attribution with Shapley values

I'm using a shap KernelExplainer to interprete my model and I'd like to display an indication of why the explainer sorted the features in that order. For example, some kind of overall score that ...
0
votes
0answers
79 views

SHAP LinearExplainer vs. TreeExplainer biases?

I was wondering if someone with a better understanding of SHAP and/or statistical analysis could explain to me why it seems that the LinearExplainer from ...
0
votes
0answers
10 views

SAGE values for imbalanced classification

I recently came across the very informative blog post https://iancovert.com/blog/understanding-shap-sage/ about SAGE values for additive feature importance and I was wondering about the effect of ...
0
votes
0answers
15 views

Example of a Game for which Shapley Values are Clearly the Most Fair Assignment of Payout

What is an example of a (simple) game in which it is clear that paying the contributors according to their Shapley value is more fair (or otherwise makes more sense) than paying them proportionally to ...
0
votes
0answers
10 views

What would be the easiest explanation of relative weight analysis for folks without statistics background?

For the folks without statistical background (more specifically, they don't know what is linear regression), what would be the best way to make sense of this approach? Here is my strategy. Teach the ...
0
votes
0answers
16 views

Measuring how much each data point contributes to the output of a sigmoid function

I am not sure I am asking this on the right place, if not, please redirect me :) So I am dealing with the following problem. I have a set of data points (local shapely values), and I sum them up and ...
0
votes
0answers
39 views

Should I use LIME and SHAP on different models and observations?

I'm using LIME and SHAP to explaining features importance and to explain which features and values affected my classification model. The obvious work method is to choose the best prediction model and ...
0
votes
0answers
16 views

Connecting Shap values to Feature contribution

I am trying to connect/compare Shap values with volume contribution of a linear regression. To clarify volume contribution; let y1 = C + beta1*x1 + beta2*x2 + .... ...
1
vote
1answer
40 views

Shap values on scaled dataset

I am working on a binary classification problem for heart disease prediction. I have scaled the dataset using Standard Scaler and I am trying to understand the model generated using SHAP values ...
3
votes
1answer
355 views

Can I scale and then interpret shap values as percent contribution to the prediction?

Let's say I have prediction for an observation with 3 shap values: -2, 3 and 5 for feature A, B and C respectively. Then I scale the absolute value of the shap values so they sum to 1 (i.e A=0.2, B=0....
2
votes
1answer
41 views

Carrying Out Interventions Based on ML “Feature Importances”

Recently, I have been studying causal inference and have come to a bit of a crossroads with respect to making decisions based on the analysis of data (especially in a business/industry setting). ...
2
votes
0answers
26 views

Are SHAP feature importance measures biased towards variables with many potential cut points?

Variable importance measures in Random Forests can be biased towards variables with more categories, even using permutation-based methods: https://bmcbioinformatics.biomedcentral.com/articles/10.1186/...
0
votes
0answers
33 views

Why is kernel SHAP only an estimation of the Shapley value?

In the paper A Unified Approach to Interpreting Model Predictions, the Shapley value is defined as $$\phi_i(f,x) = \sum_{z' \subseteq x'} \frac{|z'|!(M-|z'|-1)!}{M!} \left[f_x(z')-f_x(z'\backslash i)\...
2
votes
0answers
64 views

What are SHAP loss values?

Could anybody give a simple explanation of SHAP loss values? Perhaps with an example? (I googled it but didn't find a lot and the things I found were not very clear... at least not to me)
0
votes
0answers
44 views

How to interpret the difference between group-level and individual regression?

I need some help in correctly interpreting the results of two regressions calculated for the same data. The data consists out of several individuals rating multiple classes on n categories like this: <...
5
votes
0answers
596 views

Interpreting SHAP Dependence Plot for Categorical Variables

I'm reading about the use of Shapley values for explaining complex machine learning models and I'm confused about how I should interpret the SHAP independence plot in the case of a categorical ...
1
vote
0answers
100 views

Using SHAP or LIME to explain new predictions?

I've previously used SHAP and LIME to explain predictions from a training set, i.e. I have the actual target value. Is it possible to do the same to explain new predictions, i.e. I don't have the ...
1
vote
1answer
43 views

Time varying Shapley Decomposition

I have read a lot on Shapley decompositions for relative contributions of regressors in linear regression. I was wondering if there is a way to do time-varying relative contributions. For example: If ...
1
vote
0answers
123 views

Shapley values do not add up to prediction

I am building a RF model to predict cervical cancer from biopsies (data). I am then trying to explain the predictions using Shapley values. To do this I use the mli ...
0
votes
2answers
145 views

Feature explanation with SHAP

I need to have a feature explanation of a predictor. I've read about SHAP values, but it seems I have to make coalitions with the features and make a prediction with every one of them. I have $100$ ...
1
vote
0answers
24 views

Component contributions in Additive Model Time Series

I have trained a model for forecasting time series in a greedy procedure: Fit the Trend component T(t) of the series on the original signal y(t) Fit a Cyclical/Seasonal S(t) component of the series ...
1
vote
1answer
119 views

Can we use Shap to interpret output changes?

Can we calculate the difference between Shapley values to interpret changes in the output? More precisely, if we get Shapley values for two different inputs, can we compare them to understand how much ...
1
vote
0answers
46 views

Scaling baseline and SHAPs back to original class rate

I have an imbalanced dataset (positive class rate = 1%) and have downsampled the negative class to give me a 50/50 balance in the two classes. The outputs from this model look adequate. Ignoring the ...
5
votes
2answers
445 views

Reasons that LIME and SHAP might not agree with intuition

I'm leveraging the Python packages lime and shap to explain single (test-set) predictions that a basic, trained model is making on new, tabular data. WLOG, the explanations generated by both methods ...
3
votes
1answer
289 views

Best way to assess SHAP values variability

Let's say you don't have a lot of data to fit a model but you still want to have a sense of feature importance for your model. SHAP values are a very interesting tool to do that. Not having a lot of ...
5
votes
0answers
399 views

Difference between Shapley values and SHAP

The Paper regarding die SHAP value gives a formula for the Shapley Values in (4) and for SHAP values apparently (?) in (8) Still I dont really understand the difference between Shapley and SHAP ...
2
votes
0answers
424 views

Shapley value vs ridge regression

My goal is to get the feature importance for multiple regression. I have a data set with some multicollinearity. I found two methods to solve this problem. The first one is the Shapley value. ...
0
votes
2answers
744 views

How to perform SHAP explainer on a system of models

I have developed a model with Autoencoder + XGBoost. Autoencoder is used to reduce dimensionality and then passed on to XGBoost for prediction. I would like to understand the feature importance of the ...
0
votes
1answer
3k views

Use Shapley Values for explaining whole Data Frame instead of a Single prediction [closed]

I am working on a Machine Learning model. One of the requests is to explain the models 'decisions' to the business. Therefore I am using Shapley Values (Game Theory). I found an interesting example ...
1
vote
1answer
532 views

characteristics of Shapley values

In Christoph Molnar's book (Interpretable Machine Learning), the characteristics of Shapley values are defined as Efficiency, Symmetry, Dummy and Additivity. But in Lundberg's paper, the ...
1
vote
0answers
869 views

What are the differences between LIME and SHAP as model interpretation techniques?

Model interpretation has been an important area of study nowadays and because of that some different techniques have risen to help on this task. Maybe the two most famous ones are LIME and SHAP. How ...
28
votes
1answer
10k views

Comparison between SHAP (Shapley Additive Explanation) and LIME (Local Interpretable Model-Agnostic Explanations)

I am reading up about two popular post hoc model interpretability techniques: LIME and SHAP I am having trouble understanding the key difference in these two techniques. To quote Scott Lundberg, ...
2
votes
0answers
518 views

How to calculate Shapley value when order matters?

I am trying to figure out the Shapley value when order matters. When using the R package GameTheoryAllocation you have to input the characteristic function. For ...
3
votes
0answers
1k views

How to calculate in R attribution of conversions using Shapley value?

I want to compare attribution results made by Markov Chain and Shapley Value. My data set contains 2 columns (path and nb_of_conversions): ...
4
votes
0answers
918 views

Shapley Value with incomplete information

I'm building an algorithm in R to calculate the Shapley Value for players in a collaborative game. However, I do not have an outcome value for all possible coalitions, partially because the number of ...
4
votes
3answers
11k views

What is Shapley value regression and how does one implement it?

I have seen references to Shapley value regression elsewhere on this site, e.g.: Alternative to Shapley value regression Shapley Value Regression for prediction Shapley value regression / driver ...
3
votes
0answers
1k views

Shapley Value Regression for prediction

I've been successful in using the relaimpo-Package for R in SPSS through STATS_RELIMP to calculate the Importances of different predictors (in cases of multicollinearity). What im wondering now is how ...