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Questions tagged [shapley-value]

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Point Shapley value computation when some trees have identical features

I am trying to understand what a "coalition" is when Shapley values are applied to tree models (e.g., Random Forest or Gradient Boosted). phi_Shapley(feature_i) = (SumOver"Coalitions"...
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1answer
71 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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26 views

Understanding logits for binary classification using XGboost

I am having a hard time understanding the results of my machine learning model for a binary classification task. Basically, I am using a library called SHAP to interpret the results of my models. The ...
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1answer
71 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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47 views

SHAP values vs Information Gain?

SHAP values which are essentially the variable importance at a local level where each variable's importance is assessed by different in probability outcome of a model with and without the variable. I ...
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197 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
2k 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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19 views

Large standardized coefficients and small Shapley Values

In a linear regression, if a binary variable has a large and statistically significant (standardized) coefficient, but after Shapley decomposition adds almost nothing to goodness of fit, what does ...
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0answers
361 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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965 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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707 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
7k 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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850 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 ...