Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [shapley-value]

46 questions
32
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1 answer

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, the brains behind SHAP: SHAP values come with the…
user248884
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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 values. As far as i understand for Shapley I need to…
Quastiat
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How shap values behave in terms of multicollinearity in Trees, Ensemble, GradientBoosting and GAM/Boosting

I set up an experiment with these 8 Regressor Methods: sklearn package DecisionTreeRegressor, RandomForestRegressor, ExtraTreesRegressor, GradientBoostingRegressor other packages CatBoostRegressor , ExplainableBoostingRegressor , LGBMRegressor,…
Patrick Bormann
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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 variable. For the plot below: In the case of a…
Blg Khalil
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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=0.3 and C=0.5). Is it appropriate to interpret…
tom1919
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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 do not agree with user intuition. For example,…
AmeySMahajan
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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 analysis with binary dependent variable What is it…
Alex
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When interpreting machine learning models, should preprocessing steps be considered as part of "model"?

Suppose I have some inputs on which I first apply some feature engineering and then apply a machine learning algorithm such as random forest to make predictions. Now, if I want to interpret/explain the model for example using perturbation…
sara iftikhar
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Are SHAP values potentially misleading when predictors are highly correlated?

Are SHAP (SHapley Additive exPlanations) values potentially misleading when predictors are highly correlated? How and why? If so, is there any guidance on when not to use SHAP? Are there any rules of thumb based on $\mathbf{Var}\left[X\right]$…
Adrian
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Is there any reason to use LIME now that shap is available?

The context: explaining a binary classifier XGBoost model. If we say that we are limited to the LIME and Shapley Additive Explanation aka "shap" package, is there any reason to use LIME? My impression is that LIME is a flawed, half-solution to the…
JPErwin
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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 players is relatively high (in the 100s/1000s),…
Andy C
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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). Specifically, I am referring to common problems like…
aranglol
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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 data how can we trust the SHAP values…
EtienneT
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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): path=c('Paid Search > Direct > Paid Search','Organic Search > Display (impression) > Display (impression) >…
user3825422
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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 I can use the results from Shapley Value…
chuelibrueder
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