# Questions tagged [shapley-value]

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### Why does the SHAP formula not state that |S| = |F|-1?

I recently read the paper "A unified approach to interpreting model predictions" by Scott M. Lundberg and Su-In Lee. In the paper, they establish that the Shapley value for the feature $i$ ...
1 vote
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### xgboost feature importance vs shap values ranking interpretation

If we have two features, A and B. Feature A has a higher gain than feature B when analyzing feature importance in xgboost with gain. However, when we plot the shap ...
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### Can someone explain the concept of Shapley value masking when working with tabular data and classification problems?

My understanding of a mask in arrays is to have boolean values matching the shape of a query array (n, m) where you would mask the query and perform an operation. For example, this operation to sum ...
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1 vote
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### Are shapely values invariant under monotonic feature transformation?

I have been using shap values as a measure of feature importance for some time. But, I have never understood the justification behind comparing the shap values for features that are on different ...
• 2,553
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### How to do Causal Inference for Observational Data [Supply Cain]?

Problem statement: Understand what factors impact the different operational times in a supply chain warehouse operation. I have observational data (past 1 year) which contains number of orders, ...
1 vote
124 views

### Calculating performance scores by subtracting the Shapley feature effects from predictions

One of my friends has done the following: He trained an XGBoost model let's call it Model 1 and then calculated the feature effects using Shapley for the different ...
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1 vote
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### Does there exist any causal explainability tool for NNs?

Say I have a neural network which has 1,000,000 parameters built using 100 features and I wish to understand the underlying data-generating process for how the model arrived at each prediction. Simply ...
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1 vote
527 views

### How to interpret Shap summary plot on causal application with X,T,Y?

I am trying to make sense of how to interpret the following Shap plot given the context of a causal model. See article of relevance: https://towardsdatascience.com/causal-machine-learning-for-...
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1 vote
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### Pooling SHAP values from multiple imputed data

I have multiple imputed data and will be conducting an identical lightGBM model with the same input features in each of the imputed datasets. My aim is to calculate SHAP values (SHapley Additive ...
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### SHAP value transformation to probabilities

For my research project, I use SHAP values for plotting multiple diagrams to investigate the prediction process for a XGBoost and CatBoost model. I wonder how ...
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1 vote
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### Total contribution of feature using SHAP values in multi-output regression problem

I am interested in using SHAP values to perform wrapper-based feature selection. The model has 3 outputs, and I do have SHAP values for each output, using GradientExplainer, but even after a bit of ...
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### Understanding feature importance for collinear features with tree-based models

I'm trying to understand how collinearity affects feature importance for tree-based models. My understanding is that tree-based models naturally overcome multicollinearity for the purposes of ...
1 vote
553 views

### Can I combine Shapley scores?

I'm working in a context where some of the feature engineering on a dataset is done in one step of the pipeline and then different models are run on this feature engineered dataset. The problem is ...
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1 vote
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### Should we prefer mean of absolute or square Shapley values?

Usually (for linear models at least) Shapley values are defined as deviations to some mean. By default, it seems the bar plot of the popular python package shap diplays the mean of absolute Shapley ...
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### Can SHAP be used for linear mixed models?

Can SHAP importance be used for linear mixed models? I've seen it used for a variety of different modeling methods and was curious if it was possible to use it for linear mixed models? I am using the ...
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1 vote
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### Appropriateness of using SHAP values to evaluate a model

I am a deep learning researcher that would like to use SHAP values to assess the relative importance of input features on the model's final score. Colleagues of mine have taken issue with the method ...
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### Why SHAP base/expected value is 0.5 for all my instances?

I am working on a binary classification using random forest model, neural networks in which am using SHAP to explain the model predictions. I followed the tutorial and wrote the below code to get the ...
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