Questions tagged [shapley-value]

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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 $100$ ...
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0answers
17 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 ...
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1answer
29 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 ...
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0answers
60 views

Tree Path Dependent expected value

I stuck on this topic for couple days and seems I need your help to understand what is expected value in TreeExplainer when feature_perturbation = tree_path_dependent, precisely what is expected value ...
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0answers
28 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 ...
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2answers
204 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 ...
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0answers
85 views

How should I convert the log-odd shap classification model explanations to probabilities?

So shap provides local model explanations for each of my predictions by telling me how much each feature pushing my prediction to the positive or negative class. The package shap, does this on logodds ...
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0answers
22 views

Prediction Accuracy of Channel Attribution Models

I have implemented the following methods for channel attribution : First Touch Last Touch 1st Order Markov Chain Shapley Value Bagged Logistic Regression I want to compare them on the predictive ...
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1answer
84 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 ...
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0answers
193 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 ...
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0answers
193 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. ...
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2answers
514 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 ...
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1answer
2k 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 ...
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1answer
320 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 ...
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0answers
648 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 ...
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1answer
7k 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, ...
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0answers
487 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 ...
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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): ...
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0answers
854 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 ...
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3answers
9k 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 ...
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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 ...